+141.1%
COPX vs CASY
+1,927.6%
-1,786.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +5.0% | +5.4% |
| 7D | +3.3% | +3.6% | -0.3% | +2.2% |
| 30D | -12.2% | +7.2% | -19.4% | -14.4% |
| 3M | -14.5% | -16.9% | +2.4% | -10.3% |
| 6M | -12.2% | -19.3% | +7.2% | -8.3% |
| YTD | +5.2% | +25.6% | -20.5% | -6.2% |
| 1Y | +27.0% | +30.2% | -3.2% | +11.5% |
| 3Y | +149.1% | +154.9% | -5.7% | +67.7% |
| 5Y | +132.1% | +252.1% | -120.0% | +35.3% |
| 10Y | +365.9% | +535.8% | -169.9% | +113.2% |
| All | +141.1% | +1,927.6% | -1,786.4% | -49.0% |
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 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