-26.4%
ALK vs CASY
+276.6%
-303.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.6% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | -19.2% | -11.3% | -7.9% | -16.7% |
| 3M | -1.5% | -0.6% | -0.9% | -4.2% |
| 6M | -13.1% | +10.7% | -23.8% | -19.7% |
| YTD | -16.4% | +37.1% | -53.5% | -29.4% |
| 1Y | -33.1% | +52.3% | -85.4% | -46.3% |
| 3Y | +0.6% | +215.2% | -214.6% | -42.1% |
| All | -26.4% | +276.6% | -303.1% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling