+17.8%
ALK vs CASY
+154.8%
-136.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.6% |
| 7D | +7.1% | +1.8% | +5.2% | +6.7% |
| 30D | -3.0% | +11.2% | -14.2% | -4.7% |
| 3M | -25.6% | -19.1% | -6.6% | -22.9% |
| 6M | +0.5% | -19.9% | +20.4% | +4.4% |
| YTD | -23.1% | +25.2% | -48.2% | -33.5% |
| 1Y | -7.5% | +31.6% | -39.2% | -22.0% |
| All | +17.8% | +154.8% | -136.9% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling