+186.4%
COP vs CASY
+276.6%
-90.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.4% |
| 3M | +13.4% | -0.6% | +14.0% | +13.2% |
| 6M | +17.7% | +10.7% | +7.0% | +15.5% |
| YTD | +46.6% | +37.1% | +9.5% | +38.9% |
| 1Y | +44.6% | +52.3% | -7.7% | +34.2% |
| 3Y | +20.7% | +215.2% | -194.5% | -4.2% |
| All | +186.4% | +276.6% | -90.3% | +127.1% |
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