+365.7%
ALAB vs CASY
+139.4%
+226.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.0% | -4.0% | -6.2% |
| 7D | +3.2% | -4.4% | +7.6% | +4.4% |
| 30D | -13.6% | -12.0% | -1.5% | -10.8% |
| 3M | -16.6% | -2.3% | -14.3% | -18.6% |
| 6M | +142.3% | +10.5% | +131.8% | +122.4% |
| YTD | +73.6% | +33.0% | +40.6% | +46.1% |
| 1Y | +33.7% | +41.1% | -7.5% | +8.5% |
| All | +365.7% | +139.4% | +226.3% | +199.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling