+341.0%
COP vs CASY
+568.7%
-227.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +17.5% | -11.3% | +28.8% | +21.5% |
| 3M | +13.4% | -0.6% | +14.0% | +12.6% |
| 6M | +17.7% | +10.7% | +7.0% | +12.4% |
| YTD | +46.6% | +37.1% | +9.5% | +30.6% |
| 1Y | +44.6% | +52.3% | -7.7% | +23.7% |
| 3Y | +20.7% | +215.2% | -194.5% | -23.1% |
| 5Y | +185.0% | +276.5% | -91.4% | +65.5% |
| All | +341.0% | +568.7% | -227.8% | +108.0% |
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 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