+13.6%
ALLE vs CASY
+32.0%
-18.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | -0.6% | +1.1% | -1.7% | -0.7% |
| 30D | +25.3% | +8.7% | +16.6% | +24.7% |
| 3M | +10.3% | -17.3% | +27.6% | +11.3% |
| 6M | +38.0% | -19.7% | +57.8% | +42.1% |
| YTD | +17.8% | +24.8% | -7.1% | +9.5% |
| 1Y | +13.6% | +31.9% | -18.3% | +3.0% |
| All | +13.6% | +32.0% | -18.4% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling