-34.9%
ALK vs CASY
+505.6%
-540.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.7% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | -19.2% | -11.3% | -7.9% | -15.5% |
| 3M | -1.5% | -0.6% | -0.9% | -4.8% |
| 6M | -13.1% | +10.7% | -23.8% | -20.7% |
| YTD | -16.4% | +37.1% | -53.5% | -31.3% |
| 1Y | -33.1% | +52.3% | -85.4% | -48.1% |
| 3Y | +0.6% | +215.2% | -214.6% | -47.2% |
| 5Y | -26.4% | +276.5% | -302.9% | -65.5% |
| All | -34.9% | +505.6% | -540.5% | -75.2% |
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