+38.0%
BB vs CASY
+215.7%
-177.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -11.8% | -11.3% | -0.5% | -11.4% |
| 3M | -25.5% | -0.6% | -24.9% | -26.2% |
| 6M | +121.3% | +10.7% | +110.5% | +114.3% |
| YTD | +103.2% | +37.1% | +66.0% | +90.0% |
| 1Y | +102.6% | +52.3% | +50.3% | +84.8% |
| All | +38.0% | +215.7% | -177.7% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling