+257.6%
ALAB vs CASY
+132.6%
+125.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | +16.3% | +3.6% | +12.8% | +15.7% |
| 30D | -26.1% | +9.1% | -35.2% | -27.4% |
| 3M | -31.3% | -16.5% | -14.8% | -28.4% |
| 6M | -1.0% | -19.7% | +18.7% | +4.3% |
| YTD | +33.3% | +29.3% | +4.1% | +12.4% |
| 1Y | +53.5% | +33.1% | +20.4% | +27.5% |
| All | +257.6% | +132.6% | +125.0% | +130.5% |
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