-12.3%
BA vs CASY
+31.5%
-43.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | -0.6% | +2.5% | -3.0% | -0.6% |
| 30D | -8.0% | +10.2% | -18.2% | -8.3% |
| 3M | -25.8% | -15.7% | -10.1% | -25.3% |
| 6M | -27.6% | -18.4% | -9.2% | -24.4% |
| YTD | -21.0% | +28.3% | -49.3% | -27.7% |
| 1Y | -12.3% | +32.6% | -44.8% | -20.3% |
| All | -12.3% | +31.5% | -43.7% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling