+208.8%
ALLE vs CASY
+539.5%
-330.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.8% |
| 7D | +0.1% | +5.0% | -4.9% | -1.5% |
| 30D | +25.9% | +8.2% | +17.7% | +22.7% |
| 3M | +14.9% | -18.2% | +33.1% | +21.7% |
| 6M | +42.1% | -18.6% | +60.7% | +49.0% |
| YTD | +20.4% | +26.8% | -6.4% | +6.9% |
| 1Y | +14.9% | +31.6% | -16.7% | +0.3% |
| 3Y | +90.1% | +156.5% | -66.4% | +23.9% |
| 5Y | +53.0% | +258.6% | -205.6% | -15.1% |
| 10Y | +208.8% | +550.3% | -341.4% | +40.4% |
| All | +208.8% | +539.5% | -330.6% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling