+2.8%
ALC vs CASY
+156.4%
-153.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.5% |
| 7D | +2.3% | +5.0% | -2.6% | +1.7% |
| 30D | +15.5% | +8.2% | +7.3% | +14.4% |
| 3M | +0.6% | -18.2% | +18.8% | +2.8% |
| 6M | +18.4% | -18.6% | +37.0% | +21.2% |
| YTD | -5.6% | +26.8% | -32.4% | -11.4% |
| 1Y | 0.0% | +31.6% | -31.6% | -6.9% |
| 3Y | +2.8% | +156.5% | -153.7% | -17.0% |
| All | +2.8% | +156.4% | -153.6% | -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