-34.2%
ALB vs CASY
+215.7%
-249.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | -8.1% | +0.1% | -8.1% | -8.1% |
| 30D | +6.3% | -11.3% | +17.6% | +9.0% |
| 3M | -23.6% | -0.6% | -22.9% | -24.4% |
| 6M | -24.6% | +10.7% | -35.3% | -27.9% |
| YTD | -10.3% | +37.1% | -47.4% | -19.8% |
| 1Y | +61.5% | +52.3% | +9.2% | +38.3% |
| All | -34.2% | +215.7% | -249.9% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling