-34.8%
ALK vs CASY
+254.0%
-288.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.8% |
| 7D | +7.1% | +1.8% | +5.2% | +6.5% |
| 30D | -3.0% | +11.2% | -14.2% | -5.6% |
| 3M | -25.6% | -19.1% | -6.6% | -21.8% |
| 6M | +0.5% | -19.9% | +20.4% | +4.8% |
| YTD | -23.1% | +25.2% | -48.2% | -33.7% |
| 1Y | -7.5% | +31.6% | -39.2% | -22.2% |
| 3Y | +15.3% | +155.4% | -140.1% | -28.0% |
| 5Y | -34.8% | +251.5% | -286.3% | -65.8% |
| All | -34.8% | +254.0% | -288.8% | -65.8% |
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