+106.2%
COST vs CASY
+274.3%
-168.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.3% |
| 7D | -3.2% | -4.4% | +1.2% | -1.9% |
| 30D | -4.0% | -12.0% | +8.1% | -0.5% |
| 3M | -6.5% | -2.3% | -4.1% | -6.8% |
| 6M | -8.5% | +10.5% | -19.1% | -12.7% |
| YTD | +6.0% | +33.0% | -27.0% | -4.7% |
| 1Y | -5.8% | +41.1% | -46.9% | -17.3% |
| 3Y | +71.8% | +207.5% | -135.7% | +9.5% |
| 5Y | +106.2% | +290.7% | -184.5% | +16.2% |
| All | +106.2% | +274.3% | -168.1% | +16.2% |
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 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