+760.1%
COST vs CASY
+555.0%
+205.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +5.0% | +3.6% | +1.4% | +4.0% |
| 30D | +12.8% | +9.1% | +3.8% | +10.1% |
| 3M | +15.2% | -16.5% | +31.7% | +20.5% |
| 6M | +7.4% | -19.7% | +27.1% | +12.8% |
| YTD | +29.0% | +29.3% | -0.2% | +17.5% |
| 1Y | +20.3% | +33.1% | -12.8% | +8.4% |
| 3Y | +99.0% | +158.5% | -59.5% | +43.8% |
| 5Y | +125.7% | +266.7% | -141.0% | +44.9% |
| All | +760.1% | +555.0% | +205.1% | +354.2% |
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