+206.1%
COR vs CASY
+266.7%
-60.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.9% |
| 7D | +7.8% | +3.6% | +4.3% | +7.4% |
| 30D | +7.0% | +9.1% | -2.0% | +5.9% |
| 3M | +16.3% | -16.5% | +32.8% | +18.7% |
| 6M | +41.3% | -19.7% | +61.0% | +44.6% |
| YTD | +7.1% | +29.3% | -22.1% | +2.1% |
| 1Y | -0.8% | +33.1% | -34.0% | -6.0% |
| 3Y | +85.0% | +158.5% | -73.5% | +54.3% |
| All | +206.1% | +266.7% | -60.5% | +127.2% |
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