+512.3%
COR vs CASY
+551.3%
-39.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | +2.3% | +3.6% | -1.2% | +1.5% |
| 30D | +6.8% | +7.2% | -0.4% | +4.9% |
| 3M | +8.1% | -16.9% | +25.0% | +12.5% |
| 6M | +33.0% | -19.3% | +52.3% | +38.5% |
| YTD | +3.0% | +25.6% | -22.7% | -5.5% |
| 1Y | -3.4% | +30.2% | -33.6% | -12.4% |
| 3Y | +80.1% | +154.9% | -74.7% | +29.5% |
| 5Y | +194.7% | +252.1% | -57.4% | +85.2% |
| 10Y | +512.3% | +535.8% | -23.6% | +216.0% |
| All | +512.3% | +551.3% | -39.0% | +216.0% |
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