+354.1%
BB vs CASY
+6,209.2%
-5,855.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | +3.8% | +1.1% | +2.7% | +3.4% |
| 30D | -0.3% | +8.7% | -9.0% | -3.2% |
| 3M | -0.5% | -17.3% | +16.9% | +4.5% |
| 6M | +45.9% | -19.7% | +65.6% | +51.7% |
| YTD | +130.6% | +24.8% | +105.8% | +105.8% |
| 1Y | +89.2% | +31.9% | +57.3% | +65.1% |
| 3Y | +137.5% | +155.4% | -17.9% | +60.5% |
| 5Y | -20.9% | +250.6% | -271.5% | -52.7% |
| 10Y | +25.4% | +556.8% | -531.4% | -39.9% |
| All | +354.1% | +6,209.2% | -5,855.1% | -22.4% |
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