+46.9%
ALLE vs CASY
+215.7%
-168.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -6.8% | -11.3% | +4.5% | -5.4% |
| 3M | +21.0% | -0.6% | +21.7% | +20.2% |
| 6M | +1.1% | +10.7% | -9.6% | -1.8% |
| YTD | -0.5% | +37.1% | -37.7% | -7.0% |
| 1Y | -7.3% | +52.3% | -59.6% | -15.1% |
| All | +46.9% | +215.7% | -168.8% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling