+134.5%
CCL vs CASY
+159.8%
-25.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.3% | -4.2% |
| 7D | -0.3% | +2.5% | -2.8% | -0.8% |
| 30D | +10.3% | +10.2% | +0.1% | +8.2% |
| 3M | +6.6% | -15.7% | +22.3% | +10.1% |
| 6M | +20.0% | -18.4% | +38.4% | +25.1% |
| YTD | -1.9% | +28.3% | -30.2% | -13.9% |
| 1Y | +10.4% | +32.6% | -22.1% | -4.1% |
| All | +134.5% | +159.8% | -25.3% | +63.4% |
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 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