+23.8%
ALC vs CASY
+511.5%
-487.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -0.1% | -11.3% | +11.2% | +2.8% |
| 3M | +5.9% | -0.6% | +6.5% | +4.7% |
| 6M | -15.9% | +10.7% | -26.6% | -19.7% |
| YTD | -10.1% | +37.1% | -47.2% | -19.6% |
| 1Y | -10.2% | +52.3% | -62.5% | -22.5% |
| 3Y | -13.6% | +215.2% | -228.7% | -42.4% |
| 5Y | -15.1% | +276.5% | -291.6% | -47.7% |
| All | +23.8% | +511.5% | -487.7% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling