-29.9%
ABCL vs CASY
+266.7%
-296.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -3.3% | +3.6% | -6.8% | -4.0% |
| 30D | -7.1% | +9.1% | -16.2% | -9.1% |
| 3M | +4.7% | -16.5% | +21.3% | +8.4% |
| 6M | +140.9% | -19.7% | +160.6% | +151.0% |
| YTD | +236.0% | +29.3% | +206.7% | +191.4% |
| 1Y | +217.4% | +33.1% | +184.3% | +171.4% |
| 3Y | +188.7% | +158.5% | +30.2% | +94.3% |
| All | -29.9% | +266.7% | -296.5% | -60.7% |
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