+26.3%
ACI vs CASY
+435.0%
-408.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| 3M | -19.8% | -0.6% | -19.1% | -20.6% |
| 6M | -24.7% | +10.7% | -35.5% | -27.9% |
| YTD | -24.4% | +37.1% | -61.5% | -31.7% |
| 1Y | -31.5% | +52.3% | -83.8% | -40.1% |
| 3Y | -38.7% | +215.2% | -253.9% | -59.6% |
| 5Y | -42.8% | +276.5% | -319.3% | -66.1% |
| All | +26.3% | +435.0% | -408.7% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling