+29.0%
BB vs CASY
+551.3%
-522.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.3% |
| 7D | +15.0% | +3.6% | +11.4% | +13.7% |
| 30D | +3.5% | +7.2% | -3.7% | +0.9% |
| 3M | +2.7% | -16.9% | +19.6% | +7.8% |
| 6M | +44.7% | -19.3% | +64.1% | +50.8% |
| YTD | +143.3% | +25.6% | +117.6% | +111.0% |
| 1Y | +102.2% | +30.2% | +72.0% | +72.1% |
| 3Y | +156.1% | +154.9% | +1.2% | +55.5% |
| 5Y | -17.6% | +252.1% | -269.7% | -58.3% |
| 10Y | +29.0% | +535.8% | -506.9% | -46.3% |
| All | +29.0% | +551.3% | -522.4% | -46.3% |
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