+56.2%
CLBK vs CASY
+220.7%
-164.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +9.1% | -11.3% | +20.5% | +10.8% |
| 3M | +27.7% | -0.6% | +28.3% | +26.9% |
| 6M | +40.8% | +10.7% | +30.1% | +36.7% |
| YTD | +66.4% | +37.1% | +29.3% | +54.9% |
| 1Y | +72.4% | +52.3% | +20.1% | +56.0% |
| All | +56.2% | +220.7% | -164.5% | +22.4% |
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