-25.4%
COO vs CASY
+154.1%
-179.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +4.7% | +1.1% | +3.6% | +4.5% |
| 30D | +13.9% | +8.7% | +5.2% | +12.4% |
| 3M | -14.9% | -17.3% | +2.4% | -12.9% |
| 6M | +2.0% | -19.7% | +21.8% | +4.9% |
| YTD | -23.9% | +24.8% | -48.7% | -28.3% |
| 1Y | -9.6% | +31.9% | -41.5% | -15.8% |
| 3Y | -25.4% | +155.4% | -180.8% | -41.7% |
| All | -25.4% | +154.1% | -179.5% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling