-39.1%
ALK vs CASY
+551.3%
-590.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.4% | +6.8% |
| 7D | +8.9% | +3.6% | +5.3% | +7.4% |
| 30D | +5.9% | +7.2% | -1.3% | +2.9% |
| 3M | -16.5% | -16.9% | +0.4% | -11.1% |
| 6M | +2.1% | -19.3% | +21.4% | +7.0% |
| YTD | -17.1% | +25.6% | -42.7% | -30.3% |
| 1Y | -2.9% | +30.2% | -33.0% | -20.1% |
| 3Y | +24.5% | +154.9% | -130.4% | -29.2% |
| 5Y | -29.1% | +252.1% | -281.2% | -66.9% |
| 10Y | -39.1% | +535.8% | -575.0% | -75.8% |
| All | -39.1% | +551.3% | -590.4% | -75.8% |
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