+1,064.4%
BAC vs CASY
+33,031.0%
-31,966.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.2% | +1.1% | -2.3% | -1.5% |
| 30D | -7.7% | +8.7% | -16.4% | -10.2% |
| 3M | -21.2% | -17.3% | -3.8% | -17.1% |
| 6M | -6.8% | -19.7% | +12.9% | -2.5% |
| YTD | -8.7% | +24.8% | -33.5% | -17.5% |
| 1Y | -5.3% | +31.9% | -37.2% | -16.1% |
| 3Y | +87.4% | +155.4% | -67.9% | +30.6% |
| 5Y | +18.9% | +250.6% | -231.7% | -26.3% |
| 10Y | +273.3% | +556.8% | -283.5% | +87.3% |
| All | +1,064.4% | +33,031.0% | -31,966.6% | +123.7% |
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