+60.7%
ALLY vs CASY
+154.8%
-94.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.5% |
| 7D | -1.1% | +1.8% | -3.0% | -1.3% |
| 30D | +4.2% | +11.2% | -7.0% | +3.3% |
| 3M | -12.4% | -19.1% | +6.7% | -11.2% |
| 6M | -8.7% | -19.9% | +11.2% | -7.0% |
| YTD | -11.6% | +25.2% | -36.8% | -17.1% |
| 1Y | +0.2% | +31.6% | -31.5% | -7.2% |
| All | +60.7% | +154.8% | -94.1% | +31.4% |
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