+27.5%
BB vs CASY
+539.5%
-512.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +11.6% | +5.0% | +6.6% | +9.9% |
| 30D | +2.6% | +8.2% | -5.6% | -0.2% |
| 3M | +3.5% | -18.2% | +21.7% | +9.3% |
| 6M | +43.5% | -18.6% | +62.1% | +49.0% |
| YTD | +141.2% | +26.8% | +114.4% | +108.5% |
| 1Y | +97.4% | +31.6% | +65.8% | +67.4% |
| 3Y | +151.1% | +156.5% | -5.4% | +52.2% |
| 5Y | -12.8% | +258.6% | -271.4% | -56.2% |
| 10Y | +27.5% | +550.3% | -522.8% | -46.5% |
| All | +27.5% | +539.5% | -512.0% | -46.5% |
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