-0.9%
BA vs CASY
+276.6%
-277.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -11.6% | -11.3% | -0.3% | -9.4% |
| 3M | -2.4% | -0.6% | -1.7% | -3.6% |
| 6M | -6.6% | +10.7% | -17.3% | -10.8% |
| YTD | -2.2% | +37.1% | -39.4% | -12.2% |
| 1Y | -8.0% | +52.3% | -60.3% | -20.1% |
| 3Y | -5.0% | +215.2% | -220.2% | -36.0% |
| All | -0.9% | +276.6% | -277.6% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling