+3.1%
BB vs CASY
+549.1%
-545.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +3.2% |
| 7D | +0.5% | -4.4% | +4.9% | +2.0% |
| 30D | -12.4% | -12.0% | -0.3% | -8.9% |
| 3M | -15.3% | -2.3% | -12.9% | -16.8% |
| 6M | +128.8% | +10.5% | +118.3% | +112.1% |
| YTD | +107.7% | +33.0% | +74.6% | +78.1% |
| 1Y | +103.9% | +41.1% | +62.7% | +69.1% |
| 3Y | +72.6% | +207.5% | -134.9% | -3.2% |
| 5Y | -24.3% | +290.7% | -315.0% | -63.0% |
| 10Y | +3.1% | +556.5% | -553.3% | -58.4% |
| All | +3.1% | +549.1% | -545.9% | -58.4% |
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