+1,042.1%
CCL vs CASY
+33,031.0%
-31,988.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +2.6% | +1.1% | +1.5% | +2.2% |
| 30D | +13.1% | +8.7% | +4.4% | +10.1% |
| 3M | +3.3% | -17.3% | +20.6% | +8.5% |
| 6M | +8.7% | -19.7% | +28.4% | +13.1% |
| YTD | -1.6% | +24.8% | -26.4% | -10.8% |
| 1Y | +14.0% | +31.9% | -17.9% | +1.5% |
| 3Y | +145.1% | +155.4% | -10.2% | +75.4% |
| 5Y | +21.2% | +250.6% | -229.3% | -21.4% |
| 10Y | -29.8% | +556.8% | -586.6% | -61.8% |
| All | +1,042.1% | +33,031.0% | -31,988.9% | +140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling