+17,590.3%
COR vs CASY
+10,867.2%
+6,723.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +0.8% | +1.1% | -0.3% | +0.6% |
| 30D | +5.1% | +8.7% | -3.6% | +3.3% |
| 3M | +2.8% | -17.3% | +20.1% | +6.3% |
| 6M | +32.5% | -19.7% | +52.3% | +37.0% |
| YTD | -0.7% | +24.8% | -25.5% | -6.7% |
| 1Y | -6.7% | +31.9% | -38.6% | -13.5% |
| 3Y | +73.7% | +155.4% | -81.7% | +37.4% |
| 5Y | +177.9% | +250.6% | -72.7% | +103.0% |
| 10Y | +533.8% | +556.8% | -23.1% | +299.7% |
| All | +17,590.3% | +10,867.2% | +6,723.0% | +5,855.6% |
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