-69.0%
CPNG vs CASY
+256.6%
-325.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.3% | -4.2% |
| 7D | -6.9% | +2.5% | -9.4% | -7.3% |
| 30D | +1.1% | +10.2% | -9.1% | -1.0% |
| 3M | -6.3% | -15.7% | +9.4% | -3.3% |
| 6M | -3.8% | -18.4% | +14.5% | -0.5% |
| YTD | -35.2% | +28.3% | -63.5% | -41.9% |
| 1Y | -47.0% | +32.6% | -79.5% | -53.1% |
| 3Y | -0.2% | +159.5% | -159.7% | -31.6% |
| 5Y | -42.5% | +263.9% | -306.4% | -67.4% |
| All | -69.0% | +256.6% | -325.6% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling