-66.8%
CPNG vs CASY
+252.5%
-319.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.7% |
| 7D | +7.2% | +5.0% | +2.2% | +6.2% |
| 30D | +3.2% | +8.2% | -5.0% | +1.5% |
| 3M | +0.9% | -18.2% | +19.0% | +4.7% |
| 6M | -3.8% | -18.6% | +14.8% | -0.6% |
| YTD | -30.8% | +26.8% | -57.6% | -37.8% |
| 1Y | -43.5% | +31.6% | -75.1% | -50.0% |
| 3Y | +6.6% | +156.5% | -149.9% | -26.8% |
| 5Y | -45.3% | +258.6% | -303.9% | -68.9% |
| All | -66.8% | +252.5% | -319.4% | -82.6% |
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