+122.5%
COST vs CASY
+254.7%
-132.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +4.6% | +5.0% | -0.4% | +3.2% |
| 30D | +12.8% | +8.2% | +4.6% | +10.3% |
| 3M | +12.1% | -18.2% | +30.2% | +18.0% |
| 6M | +6.0% | -18.6% | +24.6% | +11.1% |
| YTD | +24.4% | +26.8% | -2.4% | +12.7% |
| 1Y | +17.1% | +31.6% | -14.5% | +4.6% |
| 3Y | +92.2% | +156.5% | -64.4% | +31.2% |
| 5Y | +122.5% | +258.6% | -136.1% | +26.7% |
| All | +122.5% | +254.7% | -132.2% | +26.7% |
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 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