-6.8%
ALLY vs CASY
+254.0%
-260.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.8% |
| 7D | -1.1% | +1.8% | -3.0% | -1.5% |
| 30D | +4.2% | +11.2% | -7.0% | +1.9% |
| 3M | -12.4% | -19.1% | +6.7% | -8.8% |
| 6M | -8.7% | -19.9% | +11.2% | -5.3% |
| YTD | -11.6% | +25.2% | -36.8% | -20.7% |
| 1Y | +0.2% | +31.6% | -31.5% | -11.8% |
| 3Y | +57.1% | +155.4% | -98.3% | +2.7% |
| 5Y | -6.8% | +251.5% | -258.4% | -50.1% |
| All | -6.8% | +254.0% | -260.9% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling