+212.1%
ALLE vs CASY
+550.0%
-337.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +1.6% | +2.5% | -0.9% | +0.8% |
| 30D | +24.1% | +10.2% | +13.9% | +20.2% |
| 3M | +14.8% | -15.7% | +30.5% | +20.6% |
| 6M | +45.9% | -18.4% | +64.2% | +52.9% |
| YTD | +20.7% | +28.3% | -7.5% | +6.8% |
| 1Y | +14.2% | +32.6% | -18.4% | -0.5% |
| 3Y | +90.7% | +159.5% | -68.8% | +23.6% |
| 5Y | +50.6% | +263.9% | -213.3% | -17.0% |
| All | +212.1% | +550.0% | -337.9% | +41.1% |
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 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