-70.2%
CPNG vs CASY
+216.5%
-286.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -5.4% | -17.2% | +11.8% | -1.8% |
| 30D | -11.1% | -24.4% | +13.3% | -6.1% |
| 3M | -3.0% | -31.4% | +28.4% | +4.6% |
| 6M | -23.5% | -8.9% | -14.6% | -24.5% |
| YTD | -37.8% | +13.8% | -51.6% | -42.8% |
| 1Y | -54.3% | +17.0% | -71.3% | -58.5% |
| 3Y | -20.8% | +163.1% | -183.9% | -47.5% |
| 5Y | -51.1% | +239.0% | -290.1% | -71.4% |
| All | -70.2% | +216.5% | -286.7% | -84.0% |
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