+318.0%
CORZ vs CASY
+150.1%
+168.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +26.4% | +2.5% | +23.9% | +25.7% |
| 30D | -6.8% | +10.2% | -17.0% | -9.4% |
| 3M | -31.1% | -15.7% | -15.4% | -28.1% |
| 6M | -36.9% | -18.4% | -18.5% | -33.5% |
| YTD | -1.2% | +28.3% | -29.5% | -16.2% |
| 1Y | -12.5% | +32.6% | -45.1% | -27.4% |
| All | +318.0% | +150.1% | +168.0% | +137.2% |
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 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