+162.3%
ABCL vs CASY
+32.0%
+130.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.3% | +7.0% | +6.7% |
| 7D | -3.2% | +1.1% | -4.3% | -2.9% |
| 30D | -7.4% | +8.7% | -16.1% | -6.1% |
| 3M | +81.9% | -17.3% | +99.2% | +75.1% |
| 6M | +135.7% | -19.7% | +155.4% | +137.6% |
| YTD | +247.4% | +24.8% | +222.5% | +246.1% |
| 1Y | +162.3% | +31.9% | +130.4% | +161.3% |
| All | +162.3% | +32.0% | +130.2% | +161.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling