-17.7%
BB vs CASY
+266.7%
-284.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | +1.8% | +3.6% | -1.7% | +1.3% |
| 30D | +8.1% | +9.1% | -0.9% | +6.6% |
| 3M | -1.0% | -16.5% | +15.5% | +1.6% |
| 6M | +45.9% | -19.7% | +65.6% | +50.6% |
| YTD | +134.8% | +29.3% | +105.6% | +110.8% |
| 1Y | +104.6% | +33.1% | +71.5% | +81.6% |
| 3Y | +152.8% | +158.5% | -5.7% | +73.5% |
| All | -17.7% | +266.7% | -284.4% | -54.8% |
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