+30.3%
ACI vs CASY
+387.0%
-356.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -2.2% | +1.1% | -3.3% | -2.5% |
| 30D | +10.3% | +8.7% | +1.6% | +8.3% |
| 3M | +7.2% | -17.3% | +24.5% | +11.3% |
| 6M | -18.0% | -19.7% | +1.7% | -14.8% |
| YTD | -22.0% | +24.8% | -46.8% | -28.3% |
| 1Y | -23.4% | +31.9% | -55.3% | -30.7% |
| 3Y | -35.8% | +155.4% | -191.2% | -54.6% |
| 5Y | -43.7% | +250.6% | -294.2% | -66.2% |
| All | +30.3% | +387.0% | -356.7% | -28.4% |
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