-42.7%
ALK vs CASY
+553.2%
-595.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +9.0% | +1.1% | +7.9% | +8.5% |
| 30D | -1.6% | +8.7% | -10.3% | -5.0% |
| 3M | -23.2% | -17.3% | -5.9% | -18.0% |
| 6M | -3.9% | -19.7% | +15.9% | +0.9% |
| YTD | -22.6% | +24.8% | -47.4% | -34.8% |
| 1Y | -5.3% | +31.9% | -37.2% | -22.7% |
| 3Y | +18.6% | +155.4% | -136.8% | -32.7% |
| 5Y | -34.4% | +250.6% | -285.0% | -69.4% |
| All | -42.7% | +553.2% | -595.8% | -77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling