-70.3%
BBAI vs CASY
+247.1%
-317.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.7% |
| 7D | -1.0% | -4.4% | +3.3% | 0.0% |
| 30D | -10.7% | -12.0% | +1.3% | -8.1% |
| 3M | -32.3% | -2.3% | -29.9% | -33.1% |
| 6M | -31.3% | +10.5% | -41.8% | -35.1% |
| YTD | -45.9% | +33.0% | -78.9% | -52.0% |
| 1Y | -40.0% | +41.1% | -81.2% | -48.0% |
| 3Y | +72.8% | +207.5% | -134.7% | +30.3% |
| 5Y | -70.4% | +290.7% | -361.1% | -77.4% |
| All | -70.3% | +247.1% | -317.4% | -77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling