-26.6%
BAH vs CASY
+154.1%
-180.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.2% | -4.4% |
| 7D | -3.5% | +1.1% | -4.6% | -3.6% |
| 30D | +24.3% | +8.7% | +15.6% | +23.8% |
| 3M | +16.3% | -17.3% | +33.6% | +17.1% |
| 6M | +13.6% | -19.7% | +33.3% | +14.8% |
| YTD | +3.5% | +24.8% | -21.3% | -0.3% |
| 1Y | +2.7% | +31.9% | -29.2% | -1.7% |
| 3Y | -26.6% | +155.4% | -182.0% | -33.8% |
| All | -26.6% | +154.1% | -180.6% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling