+345.0%
CPB vs CASY
+36,294.0%
-35,949.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -8.6% | +0.1% | -8.7% | -8.6% |
| 30D | -7.2% | -11.3% | +4.1% | -6.0% |
| 3M | +0.9% | -0.6% | +1.5% | +0.5% |
| 6M | -11.8% | +10.7% | -22.5% | -13.4% |
| YTD | -19.4% | +37.1% | -56.5% | -23.0% |
| 1Y | -30.4% | +52.3% | -82.7% | -34.4% |
| 3Y | -40.2% | +215.2% | -255.3% | -48.9% |
| 5Y | -39.5% | +276.5% | -316.0% | -49.7% |
| 10Y | -47.4% | +508.4% | -555.7% | -59.2% |
| All | +345.0% | +36,294.0% | -35,949.1% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling