+2.5%
ALC vs CASY
+154.1%
-151.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | +4.9% | +1.1% | +3.8% | +4.7% |
| 30D | +19.0% | +8.7% | +10.3% | +17.8% |
| 3M | +7.8% | -17.3% | +25.1% | +9.9% |
| 6M | +14.6% | -19.7% | +34.3% | +17.5% |
| YTD | -4.4% | +24.8% | -29.3% | -10.1% |
| 1Y | +1.4% | +31.9% | -30.5% | -5.8% |
| 3Y | +2.5% | +155.4% | -152.9% | -17.0% |
| All | +2.5% | +154.1% | -151.6% | -17.0% |
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 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