-79.8%
ABCL vs CASY
+299.3%
-379.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.3% | +7.0% | +6.8% |
| 7D | -3.2% | +1.1% | -4.3% | -3.4% |
| 30D | -7.4% | +8.7% | -16.1% | -9.4% |
| 3M | +81.9% | -17.3% | +99.2% | +88.6% |
| 6M | +135.7% | -19.7% | +155.4% | +143.8% |
| YTD | +247.4% | +24.8% | +222.5% | +205.9% |
| 1Y | +162.3% | +31.9% | +130.4% | +125.4% |
| 3Y | +165.5% | +155.4% | +10.1% | +83.0% |
| 5Y | -21.3% | +250.6% | -271.8% | -51.8% |
| All | -79.8% | +299.3% | -379.1% | -90.8% |
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