+4,952.0%
COO vs CASY
+33,031.0%
-28,079.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.3% |
| 3M | -14.9% | -17.3% | +2.4% | -12.3% |
| 6M | +2.0% | -19.7% | +21.8% | +5.0% |
| YTD | -23.9% | +24.8% | -48.7% | -27.6% |
| 1Y | -9.6% | +31.9% | -41.5% | -14.9% |
| 3Y | -25.4% | +155.4% | -180.8% | -38.0% |
| 5Y | -41.2% | +250.6% | -291.8% | -54.0% |
| 10Y | +42.1% | +556.8% | -514.8% | -0.9% |
| All | +4,952.0% | +33,031.0% | -28,079.1% | +3,043.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling