+300.1%
BB vs CASY
+6,830.6%
-6,530.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.7% |
| 3M | -25.5% | -0.6% | -24.9% | -26.9% |
| 6M | +121.3% | +10.7% | +110.5% | +108.2% |
| YTD | +103.2% | +37.1% | +66.0% | +77.4% |
| 1Y | +102.6% | +52.3% | +50.3% | +69.5% |
| 3Y | +37.5% | +215.2% | -177.7% | -13.0% |
| 5Y | -30.4% | +276.5% | -306.9% | -59.0% |
| 10Y | 0.0% | +508.4% | -508.4% | -50.6% |
| All | +300.1% | +6,830.6% | -6,530.5% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling