-44.1%
BBWI vs CASY
+553.2%
-597.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -6.2% | +1.1% | -7.3% | -6.7% |
| 30D | +19.9% | +8.7% | +11.2% | +15.9% |
| 3M | +7.1% | -17.3% | +24.5% | +14.9% |
| 6M | +13.7% | -19.7% | +33.4% | +20.9% |
| YTD | +9.6% | +24.8% | -15.2% | -5.6% |
| 1Y | -1.6% | +31.9% | -33.5% | -17.7% |
| 3Y | -25.9% | +155.4% | -181.3% | -58.2% |
| 5Y | -67.8% | +250.6% | -318.4% | -85.3% |
| All | -44.1% | +553.2% | -597.3% | -81.6% |
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