+4,492.0%
COP vs CASY
+36,294.0%
-31,802.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.9% |
| 3M | +13.4% | -0.6% | +14.0% | +13.0% |
| 6M | +17.7% | +10.7% | +7.0% | +14.7% |
| YTD | +46.6% | +37.1% | +9.5% | +37.2% |
| 1Y | +44.6% | +52.3% | -7.7% | +32.4% |
| 3Y | +20.7% | +215.2% | -194.5% | -4.8% |
| 5Y | +185.0% | +276.5% | -91.4% | +116.0% |
| 10Y | +347.0% | +508.4% | -161.4% | +208.7% |
| All | +4,492.0% | +36,294.0% | -31,802.1% | +1,916.5% |
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