+212.3%
BAH vs CASY
+539.5%
-327.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | +0.5% | +5.0% | -4.5% | -0.6% |
| 30D | +18.2% | +8.2% | +10.0% | +16.3% |
| 3M | +13.1% | -18.2% | +31.2% | +17.4% |
| 6M | +15.2% | -18.6% | +33.8% | +18.9% |
| YTD | +6.0% | +26.8% | -20.8% | -2.4% |
| 1Y | +3.1% | +31.6% | -28.5% | -6.1% |
| 3Y | -26.2% | +156.5% | -182.7% | -45.3% |
| 5Y | +9.3% | +258.6% | -249.3% | -27.9% |
| 10Y | +212.3% | +550.3% | -338.0% | +73.7% |
| All | +212.3% | +539.5% | -327.2% | +73.7% |
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 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