-10.1%
BA vs CASY
+154.1%
-164.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | -7.9% | +8.7% | -16.6% | -8.8% |
| 3M | -25.3% | -17.3% | -8.0% | -23.7% |
| 6M | -24.6% | -19.7% | -4.9% | -22.4% |
| YTD | -20.1% | +24.8% | -45.0% | -25.1% |
| 1Y | -11.8% | +31.9% | -43.7% | -18.2% |
| 3Y | -10.1% | +155.4% | -165.5% | -19.5% |
| All | -10.1% | +154.1% | -164.2% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling