+760.6%
COST vs CASY
+565.2%
+195.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.4% |
| 7D | +3.9% | +5.8% | -1.9% | +2.3% |
| 30D | +13.5% | +10.7% | +2.8% | +10.4% |
| 3M | +15.3% | -13.9% | +29.2% | +19.6% |
| 6M | +9.2% | -18.4% | +27.6% | +14.1% |
| YTD | +26.9% | +29.6% | -2.8% | +15.4% |
| 1Y | +19.7% | +32.8% | -13.1% | +7.9% |
| 3Y | +96.0% | +162.3% | -66.2% | +41.0% |
| 5Y | +124.0% | +265.0% | -141.0% | +44.0% |
| 10Y | +760.6% | +555.4% | +205.3% | +353.7% |
| All | +760.6% | +565.2% | +195.5% | +353.7% |
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 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