-47.4%
ALK vs CASY
+555.0%
-602.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.8% |
| 7D | -1.2% | +3.6% | -4.7% | -2.5% |
| 30D | +7.7% | +9.1% | -1.4% | +3.9% |
| 3M | -19.0% | -16.5% | -2.5% | -13.7% |
| 6M | -0.2% | -19.7% | +19.5% | +5.2% |
| YTD | -23.5% | +29.3% | -52.8% | -36.4% |
| 1Y | -9.1% | +33.1% | -42.2% | -25.9% |
| 3Y | +12.0% | +158.5% | -146.5% | -36.6% |
| 5Y | -30.9% | +266.7% | -297.6% | -68.3% |
| All | -47.4% | +555.0% | -602.4% | -79.1% |
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