+51.4%
PYPL vs CASY
+758.4%
-707.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -4.9% | -11.3% | +6.5% | -1.9% |
| 3M | +28.9% | -0.6% | +29.5% | +26.9% |
| 6M | +18.2% | +10.7% | +7.5% | +11.9% |
| YTD | -5.0% | +37.1% | -42.2% | -16.5% |
| 1Y | -18.8% | +52.3% | -71.1% | -31.3% |
| 3Y | -12.6% | +215.2% | -227.8% | -43.5% |
| 5Y | -80.8% | +276.5% | -357.3% | -88.5% |
| 10Y | +49.9% | +508.4% | -458.4% | -25.6% |
| All | +51.4% | +758.4% | -707.0% | -39.6% |
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