+145.1%
CCL vs CASY
+154.1%
-8.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +2.6% | +1.1% | +1.5% | +2.4% |
| 30D | +13.1% | +8.7% | +4.4% | +11.2% |
| 3M | +3.3% | -17.3% | +20.6% | +7.0% |
| 6M | +8.7% | -19.7% | +28.4% | +13.3% |
| YTD | -1.6% | +24.8% | -26.4% | -13.2% |
| 1Y | +14.0% | +31.9% | -17.9% | -1.3% |
| 3Y | +145.1% | +155.4% | -10.2% | +72.8% |
| All | +145.1% | +154.1% | -8.9% | +72.8% |
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