-41.0%
ALK vs CASY
+539.5%
-580.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +12.9% | +5.0% | +8.0% | +10.8% |
| 30D | +5.5% | +8.2% | -2.6% | +2.1% |
| 3M | -12.1% | -18.2% | +6.1% | -5.7% |
| 6M | +1.7% | -18.6% | +20.3% | +6.2% |
| YTD | -17.4% | +26.8% | -44.2% | -30.9% |
| 1Y | -1.9% | +31.6% | -33.5% | -19.8% |
| 3Y | +21.2% | +156.5% | -135.3% | -31.3% |
| 5Y | -27.8% | +258.6% | -286.4% | -66.7% |
| 10Y | -41.0% | +550.3% | -591.3% | -76.9% |
| All | -41.0% | +539.5% | -580.5% | -76.9% |
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