+123.4%
ALLY vs CASY
+1,157.0%
-1,033.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | -2.3% | -11.3% | +9.1% | +1.3% |
| 3M | +3.8% | -0.6% | +4.5% | +1.9% |
| 6M | +9.7% | +10.7% | -1.0% | +3.1% |
| YTD | -1.4% | +37.1% | -38.5% | -14.5% |
| 1Y | +8.2% | +52.3% | -44.1% | -10.2% |
| 3Y | +66.5% | +215.2% | -148.7% | +0.6% |
| 5Y | +1.2% | +276.5% | -275.3% | -43.7% |
| 10Y | +191.4% | +508.4% | -316.9% | +37.1% |
| All | +123.4% | +1,157.0% | -1,033.6% | -6.4% |
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 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