+31.6%
ALC vs CASY
+456.7%
-425.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +4.9% | +1.1% | +3.8% | +4.6% |
| 30D | +19.0% | +8.7% | +10.3% | +16.5% |
| 3M | +7.8% | -17.3% | +25.1% | +12.4% |
| 6M | +14.6% | -19.7% | +34.3% | +19.4% |
| YTD | -4.4% | +24.8% | -29.3% | -12.9% |
| 1Y | +1.4% | +31.9% | -30.5% | -9.3% |
| 3Y | +2.5% | +155.4% | -152.9% | -27.2% |
| 5Y | -10.9% | +250.6% | -261.5% | -44.4% |
| All | +31.6% | +456.7% | -425.1% | -29.0% |
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 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