+193.1%
COPX vs CASY
+274.3%
-81.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.1% | +4.7% |
| 7D | +5.8% | -4.4% | +10.1% | +6.6% |
| 30D | +7.2% | -12.0% | +19.3% | +9.7% |
| 3M | +16.5% | -2.3% | +18.8% | +15.3% |
| 6M | +18.4% | +10.5% | +7.9% | +13.5% |
| YTD | +31.9% | +33.0% | -1.1% | +21.0% |
| 1Y | +88.5% | +41.1% | +47.3% | +70.1% |
| 3Y | +173.1% | +207.5% | -34.4% | +102.6% |
| 5Y | +193.1% | +290.7% | -97.6% | +104.4% |
| All | +193.1% | +274.3% | -81.2% | +104.4% |
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