+17,451.9%
COR vs CASY
+11,947.4%
+5,504.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +4.5% | -11.3% | +15.9% | +7.0% |
| 3M | +22.7% | -0.6% | +23.3% | +22.0% |
| 6M | -9.7% | +10.7% | -20.4% | -12.5% |
| YTD | -1.4% | +37.1% | -38.6% | -8.8% |
| 1Y | +13.9% | +52.3% | -38.4% | +2.9% |
| 3Y | +94.0% | +215.2% | -121.2% | +47.0% |
| 5Y | +184.0% | +276.5% | -92.5% | +105.3% |
| 10Y | +406.8% | +508.4% | -101.6% | +224.8% |
| All | +17,451.9% | +11,947.4% | +5,504.5% | +5,720.4% |
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