-11.9%
ALB vs CASY
+162.5%
-174.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | +1.1% | +5.8% | -4.8% | -0.1% |
| 30D | -2.6% | +10.7% | -13.3% | -4.8% |
| 3M | -25.6% | -13.9% | -11.7% | -23.4% |
| 6M | -54.0% | -18.4% | -35.6% | -52.0% |
| YTD | -31.6% | +29.6% | -61.2% | -38.6% |
| 1Y | -6.6% | +32.8% | -39.4% | -17.0% |
| All | -11.9% | +162.5% | -174.4% | -43.6% |
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