+47.8%
COF vs CASY
+234.8%
-187.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -14.2% | +12.8% | +1.4% |
| 7D | -2.7% | -16.5% | +13.9% | +0.7% |
| 30D | -3.4% | -26.4% | +23.0% | +2.5% |
| 3M | +15.4% | -17.3% | +32.7% | +17.7% |
| 6M | +14.4% | -5.2% | +19.6% | +11.2% |
| YTD | -12.0% | +14.1% | -26.1% | -19.5% |
| 1Y | -3.7% | +16.6% | -20.4% | -12.9% |
| 3Y | +121.1% | +163.7% | -42.7% | +44.2% |
| 5Y | +47.8% | +231.3% | -183.5% | -15.8% |
| All | +47.8% | +234.8% | -187.0% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling