+230.8%
CORZ vs CASY
+144.0%
+86.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +2.2% | -13.0% | -11.3% |
| 7D | -21.1% | +1.8% | -23.0% | -21.6% |
| 30D | -31.8% | +11.2% | -43.0% | -34.0% |
| 3M | -47.7% | -19.1% | -28.7% | -44.9% |
| 6M | -48.7% | -19.9% | -28.8% | -45.8% |
| YTD | -21.8% | +25.2% | -47.0% | -33.3% |
| 1Y | -47.8% | +31.6% | -79.4% | -56.9% |
| All | +230.8% | +144.0% | +86.8% | +88.7% |
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