+801.4%
ALK vs CASY
+36,294.0%
-35,492.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.2% |
| 3M | -1.5% | -0.6% | -0.9% | -3.8% |
| 6M | -13.1% | +10.7% | -23.8% | -18.4% |
| YTD | -16.4% | +37.1% | -53.5% | -27.2% |
| 1Y | -33.1% | +52.3% | -85.4% | -44.0% |
| 3Y | +0.6% | +215.2% | -214.6% | -35.4% |
| 5Y | -26.4% | +276.5% | -302.9% | -55.9% |
| 10Y | -34.2% | +508.4% | -542.5% | -66.8% |
| All | +801.4% | +36,294.0% | -35,492.6% | +67.0% |
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