-43.9%
ALB vs CASY
+276.6%
-320.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.8% |
| 3M | -23.6% | -0.6% | -22.9% | -24.6% |
| 6M | -24.6% | +10.7% | -35.3% | -28.5% |
| YTD | -10.3% | +37.1% | -47.4% | -21.4% |
| 1Y | +61.5% | +52.3% | +9.2% | +35.1% |
| 3Y | -34.0% | +215.2% | -249.2% | -59.6% |
| All | -43.9% | +276.6% | -320.5% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling