+38.6%
COO vs CASY
+553.2%
-514.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +4.7% | +1.1% | +3.6% | +4.4% |
| 30D | +13.9% | +8.7% | +5.2% | +11.4% |
| 3M | -14.9% | -17.3% | +2.4% | -11.0% |
| 6M | +2.0% | -19.7% | +21.8% | +6.6% |
| YTD | -23.9% | +24.8% | -48.7% | -30.2% |
| 1Y | -9.6% | +31.9% | -41.5% | -18.6% |
| 3Y | -25.4% | +155.4% | -180.8% | -46.3% |
| 5Y | -41.2% | +250.6% | -291.8% | -62.5% |
| All | +38.6% | +553.2% | -514.6% | -25.3% |
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