-30.1%
BABA vs CASY
+253.8%
-283.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.8% |
| 7D | +3.8% | +3.6% | +0.2% | +3.4% |
| 30D | -5.4% | +7.2% | -12.6% | -6.1% |
| 3M | -17.9% | -16.9% | -1.0% | -16.3% |
| 6M | -24.1% | -19.3% | -4.7% | -22.3% |
| YTD | -27.4% | +25.6% | -53.1% | -29.7% |
| 1Y | -36.1% | +30.2% | -66.2% | -38.4% |
| 3Y | +35.4% | +154.9% | -119.5% | +19.2% |
| 5Y | -30.1% | +252.1% | -282.2% | -44.5% |
| All | -30.1% | +253.8% | -283.9% | -44.5% |
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 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