+520.9%
COR vs CASY
+553.2%
-32.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | +5.1% | +8.7% | -3.6% | +2.9% |
| 3M | +2.8% | -17.3% | +20.1% | +7.1% |
| 6M | +32.5% | -19.7% | +52.3% | +38.1% |
| YTD | -0.7% | +24.8% | -25.5% | -8.7% |
| 1Y | -6.7% | +31.9% | -38.6% | -15.7% |
| 3Y | +73.7% | +155.4% | -81.7% | +24.8% |
| 5Y | +177.9% | +250.6% | -72.7% | +74.9% |
| All | +520.9% | +553.2% | -32.3% | +222.8% |
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