+20.6%
BAC vs CASY
+265.4%
-244.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.4% |
| 7D | -1.9% | +5.8% | -7.7% | -2.9% |
| 30D | -7.2% | +10.7% | -17.9% | -8.9% |
| 3M | -20.4% | -13.9% | -6.6% | -18.4% |
| 6M | +1.3% | -18.4% | +19.7% | +4.6% |
| YTD | -6.4% | +29.6% | -36.0% | -14.8% |
| 1Y | -3.5% | +32.8% | -36.3% | -12.9% |
| 3Y | +96.7% | +162.3% | -65.6% | +40.8% |
| 5Y | +20.6% | +265.0% | -244.4% | -27.2% |
| All | +20.6% | +265.4% | -244.8% | -27.2% |
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