-42.0%
ALK vs CASY
+565.2%
-607.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -2.1% |
| 7D | +2.6% | +5.8% | -3.2% | +0.2% |
| 30D | +7.8% | +10.7% | -2.9% | +3.3% |
| 3M | -15.2% | -13.9% | -1.4% | -10.9% |
| 6M | +5.0% | -18.4% | +23.5% | +9.9% |
| YTD | -18.4% | +29.6% | -48.1% | -32.3% |
| 1Y | -2.4% | +32.8% | -35.2% | -20.3% |
| 3Y | +19.8% | +162.3% | -142.5% | -32.8% |
| 5Y | -27.8% | +265.0% | -292.8% | -66.9% |
| 10Y | -42.0% | +555.4% | -597.3% | -77.5% |
| All | -42.0% | +565.2% | -607.1% | -77.5% |
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