+175.7%
COF vs CASY
+555.0%
-379.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -3.4% | +3.6% | -6.9% | -4.6% |
| 30D | +0.4% | +9.1% | -8.7% | -2.9% |
| 3M | -12.5% | -16.5% | +4.0% | -7.3% |
| 6M | +8.3% | -19.7% | +28.0% | +14.4% |
| YTD | -18.6% | +29.3% | -47.8% | -31.0% |
| 1Y | -8.6% | +33.1% | -41.8% | -23.9% |
| 3Y | +94.7% | +158.5% | -63.9% | +12.9% |
| 5Y | +35.3% | +266.7% | -231.4% | -36.7% |
| All | +175.7% | +555.0% | -379.3% | +4.8% |
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