+27.3%
ALC vs CASY
+478.1%
-450.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.7% |
| 7D | -6.3% | +5.8% | -12.1% | -7.6% |
| 30D | +12.6% | +10.7% | +1.9% | +9.8% |
| 3M | -3.8% | -13.9% | +10.0% | -0.7% |
| 6M | +16.8% | -18.4% | +35.3% | +21.4% |
| YTD | -7.6% | +29.6% | -37.2% | -16.6% |
| 1Y | -5.9% | +32.8% | -38.7% | -15.8% |
| 3Y | +0.6% | +162.3% | -161.7% | -29.0% |
| 5Y | -9.5% | +265.0% | -274.5% | -44.1% |
| All | +27.3% | +478.1% | -450.8% | -32.0% |
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