+64.9%
CLBK vs CASY
+32.1%
+32.7%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.9% |
| 7D | +4.6% | +0.8% | +3.8% | +4.6% |
| 30D | -1.5% | +9.4% | -10.9% | -1.6% |
| 3M | +4.4% | -20.6% | +25.0% | +4.9% |
| 6M | +31.7% | -20.7% | +52.4% | +33.7% |
| YTD | +58.7% | +22.5% | +36.2% | +55.6% |
| 1Y | +64.9% | +29.5% | +35.4% | +61.8% |
| All | +64.9% | +32.1% | +32.7% | +61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling