-29.8%
ALK vs CASY
+261.5%
-291.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.8% | -4.6% |
| 7D | +0.9% | +2.5% | -1.6% | +0.3% |
| 30D | +3.3% | +10.2% | -6.9% | +0.7% |
| 3M | -17.6% | -15.7% | -1.9% | -14.2% |
| 6M | +0.8% | -18.4% | +19.2% | +4.8% |
| YTD | -22.4% | +28.3% | -50.6% | -33.4% |
| 1Y | -10.1% | +32.6% | -42.6% | -24.2% |
| 3Y | +14.0% | +159.5% | -145.5% | -28.9% |
| 5Y | -29.8% | +263.9% | -293.7% | -63.8% |
| All | -29.8% | +261.5% | -291.4% | -63.8% |
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