+149.1%
COPX vs CASY
+155.2%
-6.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +5.0% | +5.5% |
| 7D | +3.3% | +3.6% | -0.3% | +2.9% |
| 30D | -12.2% | +7.2% | -19.4% | -13.1% |
| 3M | -14.5% | -16.9% | +2.4% | -12.3% |
| 6M | -12.2% | -19.3% | +7.2% | -9.4% |
| YTD | +5.2% | +25.6% | -20.5% | -3.3% |
| 1Y | +27.0% | +30.2% | -3.2% | +15.5% |
| 3Y | +149.1% | +154.9% | -5.7% | +92.7% |
| All | +149.1% | +155.2% | -6.1% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling