-79.7%
ABCL vs CASY
+314.7%
-394.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.6% |
| 7D | -2.7% | +5.8% | -8.5% | -3.9% |
| 30D | -5.4% | +10.7% | -16.1% | -7.8% |
| 3M | +22.4% | -13.9% | +36.3% | +25.7% |
| 6M | +127.6% | -18.4% | +146.1% | +135.4% |
| YTD | +249.4% | +29.6% | +219.8% | +205.2% |
| 1Y | +198.0% | +32.8% | +165.2% | +157.3% |
| 3Y | +195.8% | +162.3% | +33.5% | +103.0% |
| 5Y | -20.6% | +265.0% | -285.6% | -51.9% |
| All | -79.7% | +314.7% | -394.4% | -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