-5.9%
COF vs CASY
+15.3%
-21.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -6.1% | -17.2% | +11.2% | -7.8% |
| 30D | -5.2% | -24.4% | +19.2% | -7.9% |
| 3M | +17.0% | -31.4% | +48.4% | +12.9% |
| 6M | +12.9% | -8.9% | +21.8% | +9.0% |
| YTD | -13.5% | +13.8% | -27.4% | -16.0% |
| 1Y | -5.9% | +17.0% | -22.8% | -8.5% |
| All | -5.9% | +15.3% | -21.1% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling