+190.5%
COPX vs CASY
+2,112.8%
-1,922.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | +4.5% | -11.3% | +15.9% | +8.5% |
| 3M | +0.8% | -0.6% | +1.5% | -1.0% |
| 6M | +3.2% | +10.7% | -7.5% | -2.5% |
| YTD | +26.7% | +37.1% | -10.4% | +11.0% |
| 1Y | +85.7% | +52.3% | +33.4% | +56.1% |
| 3Y | +151.2% | +215.2% | -64.0% | +57.8% |
| 5Y | +170.0% | +276.5% | -106.5% | +55.6% |
| 10Y | +572.9% | +508.4% | +64.6% | +215.6% |
| All | +190.5% | +2,112.8% | -1,922.3% | -39.6% |
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