+145.1%
ALLE vs CASY
+505.6%
-360.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -6.8% | -11.3% | +4.5% | -3.3% |
| 3M | +21.0% | -0.6% | +21.7% | +19.2% |
| 6M | +1.1% | +10.7% | -9.6% | -4.7% |
| YTD | -0.5% | +37.1% | -37.7% | -13.4% |
| 1Y | -7.3% | +52.3% | -59.6% | -22.6% |
| 3Y | +42.3% | +215.2% | -172.9% | -14.0% |
| 5Y | +13.5% | +276.5% | -263.0% | -37.3% |
| All | +145.1% | +505.6% | -360.5% | +12.6% |
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