+4.1%
BBWI vs CASY
+32.1%
-28.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +4.0% |
| 7D | +8.8% | +0.8% | +8.0% | +8.7% |
| 30D | +34.8% | +9.4% | +25.4% | +34.3% |
| 3M | +12.9% | -20.6% | +33.5% | +11.7% |
| 6M | +29.6% | -20.7% | +50.3% | +30.2% |
| YTD | +20.8% | +22.5% | -1.7% | +11.7% |
| 1Y | +4.1% | +29.5% | -25.4% | -8.5% |
| All | +4.1% | +32.1% | -28.1% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling