-43.7%
BBWI vs CASY
+551.3%
-595.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | -6.2% | +3.6% | -9.8% | -7.5% |
| 30D | +25.5% | +7.2% | +18.3% | +22.0% |
| 3M | +8.0% | -16.9% | +24.9% | +15.5% |
| 6M | +12.7% | -19.3% | +32.0% | +19.6% |
| YTD | +11.6% | +25.6% | -14.0% | -4.1% |
| 1Y | -0.9% | +30.2% | -31.0% | -16.5% |
| 3Y | -22.7% | +154.9% | -177.6% | -56.3% |
| 5Y | -67.2% | +252.1% | -319.3% | -85.0% |
| 10Y | -43.7% | +535.8% | -579.5% | -81.4% |
| All | -43.7% | +551.3% | -595.0% | -81.4% |
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 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