-7.6%
ALC vs CASY
+266.7%
-274.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.1% |
| 7D | -1.1% | +3.6% | -4.6% | -1.7% |
| 30D | +16.0% | +9.1% | +7.0% | +14.3% |
| 3M | +0.8% | -16.5% | +17.3% | +3.8% |
| 6M | +16.8% | -19.7% | +36.5% | +21.0% |
| YTD | -5.5% | +29.3% | -34.8% | -13.0% |
| 1Y | -5.3% | +33.1% | -38.4% | -13.5% |
| 3Y | +4.1% | +158.5% | -154.4% | -21.7% |
| All | -7.6% | +266.7% | -274.2% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling