+251.7%
BAC vs CASY
+551.3%
-299.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +2.0% | +3.6% | -1.6% | +0.7% |
| 30D | -6.9% | +7.2% | -14.1% | -9.4% |
| 3M | -19.6% | -16.9% | -2.6% | -14.9% |
| 6M | -0.5% | -19.3% | +18.9% | +4.9% |
| YTD | -6.6% | +25.6% | -32.3% | -18.6% |
| 1Y | -3.0% | +30.2% | -33.1% | -16.9% |
| 3Y | +97.3% | +154.9% | -57.6% | +19.8% |
| 5Y | +21.9% | +252.1% | -230.3% | -38.8% |
| 10Y | +251.7% | +535.8% | -284.2% | +42.5% |
| All | +251.7% | +551.3% | -299.6% | +42.5% |
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