+1,821.9%
BA vs CASY
+36,294.0%
-34,472.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.3% |
| 3M | -2.4% | -0.6% | -1.7% | -3.4% |
| 6M | -6.6% | +10.7% | -17.3% | -10.1% |
| YTD | -2.2% | +37.1% | -39.4% | -10.5% |
| 1Y | -8.0% | +52.3% | -60.3% | -18.1% |
| 3Y | -5.0% | +215.2% | -220.2% | -29.9% |
| 5Y | -2.7% | +276.5% | -279.2% | -31.6% |
| 10Y | +75.9% | +508.4% | -432.5% | +11.0% |
| All | +1,821.9% | +36,294.0% | -34,472.1% | +534.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling