-67.5%
BBWI vs CASY
+266.7%
-334.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +0.1% | +3.6% | -3.4% | -0.6% |
| 30D | +12.9% | +9.1% | +3.8% | +10.7% |
| 3M | +16.0% | -16.5% | +32.5% | +20.0% |
| 6M | +16.6% | -19.7% | +36.3% | +21.2% |
| YTD | +9.7% | +29.3% | -19.5% | -1.2% |
| 1Y | +1.5% | +33.1% | -31.6% | -9.6% |
| 3Y | -21.4% | +158.5% | -179.9% | -47.2% |
| All | -67.5% | +266.7% | -334.2% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling