+342.6%
ALLE vs CASY
+898.1%
-555.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.5% |
| 7D | 0.0% | +1.8% | -1.8% | -0.5% |
| 30D | +20.6% | +11.2% | +9.4% | +16.7% |
| 3M | +11.4% | -19.1% | +30.5% | +17.9% |
| 6M | +42.5% | -19.9% | +62.5% | +49.7% |
| YTD | +18.9% | +25.2% | -6.3% | +7.3% |
| 1Y | +14.2% | +31.6% | -17.5% | +1.1% |
| 3Y | +90.7% | +155.4% | -64.7% | +30.6% |
| 5Y | +52.5% | +251.5% | -199.0% | -8.3% |
| 10Y | +231.2% | +558.6% | -327.4% | +64.8% |
| All | +342.6% | +898.1% | -555.5% | +96.5% |
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