-43.1%
ACI vs CASY
+276.6%
-319.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +5.9% | -11.3% | +17.3% | +8.3% |
| 3M | -19.8% | -0.6% | -19.1% | -20.5% |
| 6M | -24.7% | +10.7% | -35.5% | -27.7% |
| YTD | -24.4% | +37.1% | -61.5% | -31.3% |
| 1Y | -31.5% | +52.3% | -83.8% | -39.6% |
| 3Y | -38.7% | +215.2% | -253.9% | -59.4% |
| All | -43.1% | +276.6% | -319.7% | -65.9% |
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