+240.0%
COF vs CASY
+464.4%
-224.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -6.1% | -17.2% | +11.2% | +0.4% |
| 30D | -5.2% | -24.4% | +19.2% | +4.6% |
| 3M | +17.0% | -31.4% | +48.4% | +33.1% |
| 6M | +12.9% | -8.9% | +21.8% | +11.7% |
| YTD | -13.5% | +13.8% | -27.4% | -22.9% |
| 1Y | -5.9% | +17.0% | -22.8% | -17.6% |
| 3Y | +117.1% | +163.1% | -46.0% | +22.3% |
| 5Y | +45.4% | +239.0% | -193.6% | -30.3% |
| All | +240.0% | +464.4% | -224.4% | +34.4% |
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