+21.9%
BB vs CASY
+555.0%
-533.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | +1.8% | +3.6% | -1.7% | +0.7% |
| 30D | +8.1% | +9.1% | -0.9% | +4.9% |
| 3M | -1.0% | -16.5% | +15.5% | +3.9% |
| 6M | +45.9% | -19.7% | +65.6% | +52.8% |
| YTD | +134.8% | +29.3% | +105.6% | +101.8% |
| 1Y | +104.6% | +33.1% | +71.5% | +73.0% |
| 3Y | +152.8% | +158.5% | -5.7% | +53.2% |
| 5Y | -17.4% | +266.7% | -284.1% | -58.9% |
| All | +21.9% | +555.0% | -533.1% | -50.0% |
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 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