-26.2%
ABCL vs CASY
+254.0%
-280.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.2% | -11.5% | -9.8% |
| 7D | -14.9% | +1.8% | -16.7% | -15.2% |
| 30D | -15.4% | +11.2% | -26.5% | -17.6% |
| 3M | +88.0% | -19.1% | +107.1% | +95.9% |
| 6M | +138.8% | -19.9% | +158.7% | +147.6% |
| YTD | +225.4% | +25.2% | +200.3% | +184.3% |
| 1Y | +137.3% | +31.6% | +105.7% | +102.4% |
| 3Y | +136.8% | +155.4% | -18.6% | +59.5% |
| 5Y | -26.2% | +251.5% | -277.8% | -58.7% |
| All | -26.2% | +254.0% | -280.3% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling