+1,053.3%
BAH vs CASY
+1,867.6%
-814.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.2% | -4.4% |
| 7D | -3.5% | +1.1% | -4.6% | -3.8% |
| 30D | +24.3% | +8.7% | +15.6% | +22.1% |
| 3M | +16.3% | -17.3% | +33.6% | +20.5% |
| 6M | +13.6% | -19.7% | +33.3% | +17.5% |
| YTD | +3.5% | +24.8% | -21.3% | -4.0% |
| 1Y | +2.7% | +31.9% | -29.2% | -6.1% |
| 3Y | -26.6% | +155.4% | -182.0% | -44.4% |
| 5Y | +8.5% | +250.6% | -242.0% | -25.4% |
| 10Y | +225.1% | +556.8% | -331.8% | +87.2% |
| All | +1,053.3% | +1,867.6% | -814.4% | +399.0% |
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