-41.2%
ACI vs CASY
+250.1%
-291.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -2.2% | +1.1% | -3.3% | -2.4% |
| 30D | +10.3% | +8.7% | +1.6% | +8.7% |
| 3M | +7.2% | -17.3% | +24.5% | +10.4% |
| 6M | -18.0% | -19.7% | +1.7% | -15.3% |
| YTD | -22.0% | +24.8% | -46.8% | -27.3% |
| 1Y | -23.4% | +31.9% | -55.3% | -29.5% |
| 3Y | -35.8% | +155.4% | -191.2% | -52.2% |
| All | -41.2% | +250.1% | -291.4% | -61.1% |
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