+11,743.1%
COST vs CASY
+36,294.0%
-24,551.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -2.8% | -11.3% | +8.6% | -0.3% |
| 3M | -5.7% | -0.6% | -5.0% | -6.1% |
| 6M | -8.8% | +10.7% | -19.5% | -11.5% |
| YTD | +6.7% | +37.1% | -30.5% | -1.3% |
| 1Y | -3.6% | +52.3% | -55.9% | -13.0% |
| 3Y | +75.1% | +215.2% | -140.1% | +33.1% |
| 5Y | +108.9% | +276.5% | -167.6% | +52.4% |
| 10Y | +586.2% | +508.4% | +77.8% | +340.5% |
| All | +11,743.1% | +36,294.0% | -24,551.0% | +3,127.6% |
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