+23.4%
BA vs CASY
+550.0%
-526.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -0.6% | +2.5% | -3.0% | -1.4% |
| 30D | -8.0% | +10.2% | -18.2% | -11.3% |
| 3M | -25.8% | -15.7% | -10.1% | -21.7% |
| 6M | -27.6% | -18.4% | -9.2% | -23.9% |
| YTD | -21.0% | +28.3% | -49.3% | -31.7% |
| 1Y | -12.3% | +32.6% | -44.8% | -25.4% |
| 3Y | -12.8% | +159.5% | -172.3% | -47.4% |
| 5Y | -22.4% | +263.9% | -286.3% | -61.7% |
| All | +23.4% | +550.0% | -526.6% | -49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling