+32.0%
ALC vs CASY
+460.3%
-428.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +2.1% | +3.6% | -1.5% | +1.2% |
| 30D | +17.2% | +7.2% | +10.0% | +15.2% |
| 3M | +4.6% | -16.9% | +21.6% | +9.0% |
| 6M | +20.1% | -19.3% | +39.4% | +25.0% |
| YTD | -4.2% | +25.6% | -29.8% | -12.8% |
| 1Y | +2.1% | +30.2% | -28.1% | -8.2% |
| 3Y | +4.5% | +154.9% | -150.4% | -25.8% |
| 5Y | -12.3% | +252.1% | -264.5% | -45.3% |
| All | +32.0% | +460.3% | -428.3% | -28.9% |
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