+4,560.7%
COP vs CASY
+33,031.0%
-28,470.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -11.5% | +1.1% | -12.6% | -11.7% |
| 30D | +5.0% | +8.7% | -3.7% | +3.3% |
| 3M | +17.5% | -17.3% | +34.8% | +21.0% |
| 6M | +16.2% | -19.7% | +36.0% | +19.8% |
| YTD | +48.8% | +24.8% | +24.0% | +41.1% |
| 1Y | +64.1% | +31.9% | +32.2% | +53.8% |
| 3Y | +25.7% | +155.4% | -129.7% | +2.8% |
| 5Y | +114.4% | +250.6% | -136.2% | +63.9% |
| 10Y | +331.7% | +556.8% | -225.2% | +194.5% |
| All | +4,560.7% | +33,031.0% | -28,470.3% | +1,972.9% |
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