+56.1%
CCL vs CASY
+220.7%
-164.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -20.3% | -11.3% | -9.0% | -18.4% |
| 3M | -15.1% | -0.6% | -14.5% | -16.7% |
| 6M | -15.1% | +10.7% | -25.8% | -20.3% |
| YTD | -21.8% | +37.1% | -58.9% | -32.0% |
| 1Y | -24.8% | +52.3% | -77.1% | -37.2% |
| All | +56.1% | +220.7% | -164.6% | +4.6% |
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