+1,462.0%
BA vs CASY
+33,122.1%
-31,660.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.4% |
| 3M | -28.2% | -19.1% | -9.1% | -25.0% |
| 6M | -23.1% | -19.9% | -3.2% | -20.4% |
| YTD | -20.6% | +25.2% | -45.7% | -26.1% |
| 1Y | -12.7% | +31.6% | -44.3% | -19.8% |
| 3Y | -11.6% | +155.4% | -167.0% | -31.6% |
| 5Y | -23.1% | +251.5% | -274.7% | -45.3% |
| 10Y | +34.4% | +558.6% | -524.3% | -16.5% |
| All | +1,462.0% | +33,122.1% | -31,660.1% | +423.9% |
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