+729.8%
ALK vs CASY
+33,122.1%
-32,392.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -4.0% |
| 7D | +7.1% | +1.8% | +5.2% | +6.4% |
| 30D | -3.0% | +11.2% | -14.2% | -6.5% |
| 3M | -25.6% | -19.1% | -6.6% | -21.1% |
| 6M | +0.5% | -19.9% | +20.4% | +4.5% |
| YTD | -23.1% | +25.2% | -48.2% | -31.4% |
| 1Y | -7.5% | +31.6% | -39.2% | -19.2% |
| 3Y | +15.3% | +155.4% | -140.1% | -20.9% |
| 5Y | -34.8% | +251.5% | -286.3% | -60.3% |
| 10Y | -41.2% | +558.6% | -599.8% | -71.1% |
| All | +729.8% | +33,122.1% | -32,392.3% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling