+103.1%
BB vs CASY
+31.5%
+71.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -3.1% |
| 7D | +9.0% | +2.5% | +6.5% | +9.4% |
| 30D | +7.7% | +10.2% | -2.5% | +9.4% |
| 3M | +4.0% | -15.7% | +19.7% | +1.2% |
| 6M | +46.6% | -18.4% | +65.0% | +45.3% |
| YTD | +140.6% | +28.3% | +112.4% | +134.9% |
| 1Y | +103.1% | +32.6% | +70.6% | +99.6% |
| All | +103.1% | +31.5% | +71.6% | +99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling