+394.1%
BAC vs CASY
+569.1%
-175.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -0.4% | -11.3% | +11.0% | +3.9% |
| 3M | +16.9% | -0.6% | +17.5% | +14.9% |
| 6M | +26.6% | +10.7% | +15.9% | +18.3% |
| YTD | +15.8% | +37.1% | -21.3% | -1.4% |
| 1Y | +27.2% | +52.3% | -25.1% | +3.0% |
| 3Y | +132.4% | +215.2% | -82.8% | +29.1% |
| 5Y | +72.6% | +276.5% | -203.9% | -14.5% |
| All | +394.1% | +569.1% | -175.0% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling