-28.3%
BABA vs CASY
+250.1%
-278.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +11.6% | +1.1% | +10.5% | +11.5% |
| 30D | +2.3% | +8.7% | -6.4% | +1.3% |
| 3M | -13.7% | -17.3% | +3.6% | -12.0% |
| 6M | -21.9% | -19.7% | -2.2% | -20.1% |
| YTD | -24.6% | +24.8% | -49.5% | -26.9% |
| 1Y | -34.1% | +31.9% | -66.0% | -36.6% |
| 3Y | +36.3% | +155.4% | -119.1% | +19.9% |
| All | -28.3% | +250.1% | -278.4% | -43.1% |
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