+47.5%
COO vs CASY
+555.0%
-507.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.5% |
| 7D | +0.5% | +3.6% | -3.1% | -0.5% |
| 30D | +14.2% | +9.1% | +5.1% | +11.5% |
| 3M | -18.2% | -16.5% | -1.7% | -14.6% |
| 6M | +5.3% | -19.7% | +25.1% | +10.3% |
| YTD | -23.6% | +29.3% | -52.8% | -30.6% |
| 1Y | -12.7% | +33.1% | -45.8% | -21.5% |
| 3Y | -24.2% | +158.5% | -182.7% | -45.6% |
| 5Y | -40.0% | +266.7% | -306.7% | -62.3% |
| All | +47.5% | +555.0% | -507.5% | -21.8% |
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 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