-38.7%
COO vs CASY
+265.4%
-304.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.5% |
| 7D | -2.3% | +5.8% | -8.1% | -3.5% |
| 30D | +13.3% | +10.7% | +2.6% | +10.9% |
| 3M | -18.1% | -13.9% | -4.2% | -15.9% |
| 6M | +6.7% | -18.4% | +25.1% | +10.4% |
| YTD | -23.2% | +29.6% | -52.9% | -29.4% |
| 1Y | -12.3% | +32.8% | -45.1% | -19.9% |
| 3Y | -23.6% | +162.3% | -185.8% | -43.3% |
| 5Y | -38.7% | +265.0% | -303.7% | -61.7% |
| All | -38.7% | +265.4% | -304.1% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling