-23.1%
BA vs CASY
+254.0%
-277.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.0% |
| 7D | -0.1% | +1.8% | -1.9% | -0.5% |
| 30D | -9.1% | +11.2% | -20.3% | -11.1% |
| 3M | -28.2% | -19.1% | -9.1% | -25.3% |
| 6M | -23.1% | -19.9% | -3.2% | -20.1% |
| YTD | -20.6% | +25.2% | -45.7% | -27.3% |
| 1Y | -12.7% | +31.6% | -44.3% | -21.4% |
| 3Y | -11.6% | +155.4% | -167.0% | -35.8% |
| 5Y | -23.1% | +251.5% | -274.7% | -52.3% |
| All | -23.1% | +254.0% | -277.2% | -52.3% |
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 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