+298.3%
COP vs CASY
+551.3%
-253.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -8.4% | +3.6% | -12.0% | -9.4% |
| 30D | +0.3% | +7.2% | -6.9% | -1.8% |
| 3M | +15.1% | -16.9% | +32.0% | +20.4% |
| 6M | +19.8% | -19.3% | +39.1% | +25.5% |
| YTD | +46.8% | +25.6% | +21.2% | +33.2% |
| 1Y | +59.7% | +30.2% | +29.6% | +42.8% |
| 3Y | +28.7% | +154.9% | -126.2% | -12.1% |
| 5Y | +110.7% | +252.1% | -141.4% | +23.5% |
| 10Y | +298.3% | +535.8% | -237.5% | +95.0% |
| All | +298.3% | +551.3% | -253.0% | +95.0% |
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