+176.7%
ALLY vs CASY
+565.2%
-388.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.8% |
| 7D | -2.8% | +5.8% | -8.6% | -4.7% |
| 30D | +1.9% | +10.7% | -8.8% | -1.8% |
| 3M | -12.1% | -13.9% | +1.8% | -8.2% |
| 6M | -9.0% | -18.4% | +9.4% | -4.6% |
| YTD | -12.9% | +29.6% | -42.6% | -25.3% |
| 1Y | -0.1% | +32.8% | -32.9% | -15.4% |
| 3Y | +64.6% | +162.3% | -97.7% | -2.1% |
| 5Y | -10.1% | +265.0% | -275.1% | -55.6% |
| 10Y | +176.7% | +555.4% | -378.7% | +7.8% |
| All | +176.7% | +565.2% | -388.5% | +7.8% |
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 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