-18.4%
ABT vs CASY
+22.7%
-41.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.2% | +14.0% | -0.1% |
| 7D | -4.7% | -16.5% | +11.8% | -4.6% |
| 30D | -3.1% | -26.4% | +23.3% | -2.9% |
| 3M | +16.1% | -17.3% | +33.4% | +16.5% |
| 6M | -5.3% | -5.2% | -0.1% | -8.1% |
| YTD | -14.4% | +14.1% | -28.5% | -19.5% |
| 1Y | -18.4% | +16.6% | -35.0% | -24.3% |
| All | -18.4% | +22.7% | -41.2% | -24.3% |
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