+67.4%
CLBK vs CASY
+699.1%
-631.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +9.1% | -11.3% | +20.5% | +11.8% |
| 3M | +27.7% | -0.6% | +28.3% | +26.6% |
| 6M | +40.8% | +10.7% | +30.1% | +35.5% |
| YTD | +66.4% | +37.1% | +29.3% | +51.8% |
| 1Y | +72.4% | +52.3% | +20.1% | +52.5% |
| 3Y | +50.7% | +215.2% | -164.5% | +8.3% |
| 5Y | +42.9% | +276.5% | -233.6% | -4.0% |
| All | +67.4% | +699.1% | -631.8% | -2.9% |
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