-42.4%
ACI vs CASY
+266.7%
-309.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.9% |
| 7D | +2.3% | +3.6% | -1.3% | +1.6% |
| 30D | +1.2% | +9.1% | -7.8% | -0.3% |
| 3M | +6.8% | -16.5% | +23.3% | +9.8% |
| 6M | -18.7% | -19.7% | +1.0% | -16.0% |
| YTD | -20.2% | +29.3% | -49.5% | -26.1% |
| 1Y | -23.7% | +33.1% | -56.9% | -29.9% |
| 3Y | -31.6% | +158.5% | -190.2% | -49.0% |
| All | -42.4% | +266.7% | -309.1% | -63.2% |
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