-30.8%
BBWI vs CASY
+42.6%
-73.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -3.4% |
| 7D | +1.6% | -4.4% | +5.9% | +1.2% |
| 30D | -6.2% | -12.0% | +5.8% | -7.1% |
| 3M | +4.3% | -2.3% | +6.7% | +3.1% |
| 6M | -7.2% | +10.5% | -17.7% | -9.5% |
| YTD | -3.0% | +33.0% | -36.1% | -5.6% |
| 1Y | -30.8% | +41.1% | -71.9% | -32.1% |
| All | -30.8% | +42.6% | -73.4% | -32.1% |
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