+338.8%
COPX vs CASY
+565.2%
-226.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.5% | +0.1% |
| 7D | -1.5% | +5.8% | -7.3% | -3.2% |
| 30D | -14.0% | +10.7% | -24.7% | -16.8% |
| 3M | -17.1% | -13.9% | -3.3% | -14.1% |
| 6M | -15.9% | -18.4% | +2.5% | -12.4% |
| YTD | +2.6% | +29.6% | -27.0% | -9.5% |
| 1Y | +21.6% | +32.8% | -11.2% | +6.0% |
| 3Y | +142.7% | +162.3% | -19.6% | +60.1% |
| 5Y | +122.2% | +265.0% | -142.8% | +25.1% |
| 10Y | +338.8% | +555.4% | -216.6% | +102.0% |
| All | +338.8% | +565.2% | -226.4% | +102.0% |
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