+41.3%
COO vs CASY
+539.5%
-498.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +4.5% | +5.0% | -0.5% | +3.2% |
| 30D | +16.9% | +8.2% | +8.7% | +14.5% |
| 3M | -16.7% | -18.2% | +1.5% | -12.6% |
| 6M | +5.9% | -18.6% | +24.5% | +10.3% |
| YTD | -22.4% | +26.8% | -49.2% | -29.2% |
| 1Y | -10.1% | +31.6% | -41.7% | -18.9% |
| 3Y | -22.8% | +156.5% | -179.3% | -44.4% |
| 5Y | -41.4% | +258.6% | -300.0% | -62.8% |
| 10Y | +41.3% | +550.3% | -509.0% | -24.2% |
| All | +41.3% | +539.5% | -498.2% | -24.2% |
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