+208.8%
BAH vs CASY
+551.3%
-342.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -1.5% | +3.6% | -5.1% | -2.2% |
| 30D | +17.3% | +7.2% | +10.1% | +15.6% |
| 3M | +14.9% | -16.9% | +31.8% | +18.9% |
| 6M | +14.2% | -19.3% | +33.6% | +18.2% |
| YTD | +5.1% | +25.6% | -20.5% | -3.0% |
| 1Y | +2.1% | +30.2% | -28.1% | -6.8% |
| 3Y | -26.0% | +154.9% | -180.9% | -45.1% |
| 5Y | +9.0% | +252.1% | -243.2% | -27.8% |
| 10Y | +208.8% | +535.8% | -327.0% | +71.9% |
| All | +208.8% | +551.3% | -342.5% | +71.9% |
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