+987.7%
BBWI vs CASY
+36,294.0%
-35,306.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.2% | +2.9% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | -5.2% | -11.3% | +6.2% | -2.0% |
| 3M | +11.1% | -0.6% | +11.8% | +9.5% |
| 6M | -13.4% | +10.7% | -24.1% | -17.7% |
| YTD | +0.1% | +37.1% | -37.0% | -10.8% |
| 1Y | -36.1% | +52.3% | -88.4% | -45.1% |
| 3Y | -44.1% | +215.2% | -259.3% | -62.2% |
| 5Y | -66.2% | +276.5% | -342.7% | -78.5% |
| 10Y | -54.8% | +508.4% | -563.1% | -75.1% |
| All | +987.7% | +36,294.0% | -35,306.4% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling