+5,045.1%
COO vs CASY
+33,122.1%
-28,077.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.8% |
| 7D | +5.3% | +1.8% | +3.4% | +4.9% |
| 30D | +12.5% | +11.2% | +1.4% | +10.5% |
| 3M | -15.1% | -19.1% | +3.9% | -12.2% |
| 6M | +3.7% | -19.9% | +23.6% | +6.8% |
| YTD | -22.5% | +25.2% | -47.7% | -26.3% |
| 1Y | -7.8% | +31.6% | -39.4% | -13.1% |
| 3Y | -24.1% | +155.4% | -179.5% | -36.9% |
| 5Y | -40.1% | +251.5% | -291.6% | -53.2% |
| 10Y | +44.7% | +558.6% | -514.0% | +0.9% |
| All | +5,045.1% | +33,122.1% | -28,077.0% | +3,100.0% |
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