+18.0%
BAC vs CASY
+250.1%
-232.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.2% | +1.1% | -2.3% | -1.4% |
| 30D | -7.7% | +8.7% | -16.4% | -9.1% |
| 3M | -21.2% | -17.3% | -3.8% | -18.5% |
| 6M | -6.8% | -19.7% | +12.9% | -3.7% |
| YTD | -8.7% | +24.8% | -33.5% | -16.3% |
| 1Y | -5.3% | +31.9% | -37.2% | -14.6% |
| 3Y | +87.4% | +155.4% | -67.9% | +34.6% |
| All | +18.0% | +250.1% | -232.1% | -27.8% |
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