+31.8%
BA vs CASY
+553.2%
-521.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.1% | +1.1% | 0.0% | +0.6% |
| 30D | -7.9% | +8.7% | -16.6% | -10.8% |
| 3M | -25.3% | -17.3% | -8.0% | -20.7% |
| 6M | -24.6% | -19.7% | -4.9% | -20.3% |
| YTD | -20.1% | +24.8% | -45.0% | -30.3% |
| 1Y | -11.8% | +31.9% | -43.7% | -24.9% |
| 3Y | -10.1% | +155.4% | -165.5% | -45.5% |
| 5Y | -22.7% | +250.6% | -273.3% | -61.2% |
| All | +31.8% | +553.2% | -521.4% | -44.7% |
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