+33.0%
ALB vs CASY
+539.5%
-506.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.6% |
| 7D | +5.3% | +5.0% | +0.3% | +3.4% |
| 30D | -6.3% | +8.2% | -14.4% | -9.2% |
| 3M | -27.4% | -18.2% | -9.2% | -22.4% |
| 6M | -53.1% | -18.6% | -34.5% | -50.5% |
| YTD | -32.3% | +26.8% | -59.1% | -41.2% |
| 1Y | -7.3% | +31.6% | -38.9% | -20.8% |
| 3Y | -14.9% | +156.5% | -171.4% | -47.9% |
| 5Y | -62.0% | +258.6% | -320.7% | -80.6% |
| 10Y | +33.0% | +550.3% | -517.2% | -42.4% |
| All | +33.0% | +539.5% | -506.5% | -42.4% |
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