-69.2%
CPNG vs CASY
+259.4%
-328.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | -6.8% | +3.6% | -10.3% | -7.4% |
| 30D | +5.5% | +9.1% | -3.6% | +3.5% |
| 3M | -6.8% | -16.5% | +9.8% | -3.6% |
| 6M | -4.8% | -19.7% | +14.9% | -1.0% |
| YTD | -35.6% | +29.3% | -64.9% | -42.4% |
| 1Y | -46.8% | +33.1% | -79.9% | -52.9% |
| 3Y | -0.8% | +158.5% | -159.3% | -31.8% |
| 5Y | -42.9% | +266.7% | -309.6% | -67.6% |
| All | -69.2% | +259.4% | -328.5% | -83.9% |
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