+45.2%
COO vs CASY
+549.1%
-503.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -2.0% |
| 7D | -2.3% | -4.4% | +2.1% | -1.2% |
| 30D | -8.8% | -12.0% | +3.2% | -5.8% |
| 3M | +1.3% | -2.3% | +3.7% | +0.7% |
| 6M | -11.6% | +10.5% | -22.1% | -15.6% |
| YTD | -17.4% | +33.0% | -50.4% | -25.4% |
| 1Y | -1.6% | +41.1% | -42.7% | -12.9% |
| 3Y | -22.6% | +207.5% | -230.1% | -47.6% |
| 5Y | -40.3% | +290.7% | -331.1% | -63.2% |
| 10Y | +45.2% | +556.5% | -511.3% | -23.6% |
| All | +45.2% | +549.1% | -503.9% | -23.6% |
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