+270.3%
ALLE vs CASY
+993.4%
-723.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 3M | +21.0% | -0.6% | +21.7% | +19.4% |
| 6M | +1.1% | +10.7% | -9.6% | -4.1% |
| YTD | -0.5% | +37.1% | -37.7% | -12.2% |
| 1Y | -7.3% | +52.3% | -59.6% | -21.3% |
| 3Y | +42.3% | +215.2% | -172.9% | -9.2% |
| 5Y | +13.5% | +276.5% | -263.0% | -32.9% |
| 10Y | +144.0% | +508.4% | -364.3% | +22.6% |
| All | +270.3% | +993.4% | -723.1% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling