+23.3%
BA vs CASY
+555.0%
-531.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -1.1% | +3.6% | -4.6% | -2.3% |
| 30D | -7.1% | +9.1% | -16.2% | -10.1% |
| 3M | -25.5% | -16.5% | -9.0% | -21.1% |
| 6M | -28.7% | -19.7% | -9.0% | -24.5% |
| YTD | -21.0% | +29.3% | -50.3% | -31.9% |
| 1Y | -11.9% | +33.1% | -45.0% | -25.2% |
| 3Y | -16.2% | +158.5% | -174.7% | -49.3% |
| 5Y | -22.4% | +266.7% | -289.1% | -61.8% |
| All | +23.3% | +555.0% | -531.7% | -49.3% |
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