+138.8%
ABCL vs CASY
-19.3%
+158.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.2% | -11.5% | -8.7% |
| 7D | -14.9% | +1.8% | -16.7% | -14.4% |
| 30D | -15.4% | +11.2% | -26.5% | -12.7% |
| 3M | +88.0% | -19.1% | +107.1% | +73.7% |
| 6M | +138.8% | -19.9% | +158.7% | +111.5% |
| All | +138.8% | -19.3% | +158.2% | +111.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling