-28.9%
BB vs CASY
+276.6%
-305.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | -11.8% | -11.3% | -0.5% | -9.9% |
| 3M | -25.5% | -0.6% | -24.9% | -26.7% |
| 6M | +121.3% | +10.7% | +110.5% | +109.3% |
| YTD | +103.2% | +37.1% | +66.0% | +79.7% |
| 1Y | +102.6% | +52.3% | +50.3% | +71.7% |
| 3Y | +37.5% | +215.2% | -177.7% | -15.5% |
| All | -28.9% | +276.6% | -305.5% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling