+79.9%
COR vs CASY
+162.5%
-82.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.2% |
| 7D | -1.2% | +5.8% | -7.0% | -1.5% |
| 30D | +7.6% | +10.7% | -3.1% | +7.0% |
| 3M | +5.0% | -13.9% | +18.9% | +5.9% |
| 6M | +35.3% | -18.4% | +53.7% | +36.7% |
| YTD | +4.2% | +29.6% | -25.4% | +2.1% |
| 1Y | -3.4% | +32.8% | -36.3% | -5.5% |
| All | +79.9% | +162.5% | -82.6% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling