-13.1%
ALK vs CASY
+11.6%
-24.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.5% |
| 7D | -0.7% | +0.1% | -0.7% | -0.6% |
| 30D | -19.2% | -11.3% | -7.9% | -21.2% |
| 3M | -1.5% | -0.6% | -0.9% | -2.5% |
| 6M | -13.1% | +10.7% | -23.8% | -31.1% |
| All | -13.1% | +11.6% | -24.7% | -31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling