+185.2%
BAH vs CASY
+568.7%
-383.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +2.0% | -11.3% | +13.4% | +4.5% |
| 3M | -7.6% | -0.6% | -7.0% | -8.4% |
| 6M | -5.7% | +10.7% | -16.4% | -9.5% |
| YTD | -11.7% | +37.1% | -48.8% | -19.8% |
| 1Y | -27.4% | +52.3% | -79.7% | -36.0% |
| 3Y | -32.5% | +215.2% | -247.7% | -52.7% |
| 5Y | -3.3% | +276.5% | -279.8% | -36.6% |
| All | +185.2% | +568.7% | -383.6% | +54.3% |
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