+2,152.2%
ALB vs CASY
+14,505.4%
-12,353.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.5% |
| 7D | +5.3% | +5.0% | +0.3% | +3.7% |
| 30D | -6.3% | +8.2% | -14.4% | -8.6% |
| 3M | -27.4% | -18.2% | -9.2% | -23.4% |
| 6M | -53.1% | -18.6% | -34.5% | -51.1% |
| YTD | -32.3% | +26.8% | -59.1% | -38.7% |
| 1Y | -7.3% | +31.6% | -38.9% | -17.1% |
| 3Y | -14.9% | +156.5% | -171.4% | -39.3% |
| 5Y | -62.0% | +258.6% | -320.7% | -75.8% |
| 10Y | +33.0% | +550.3% | -517.2% | -30.0% |
| All | +2,152.2% | +14,505.4% | -12,353.3% | +445.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling