+236.2%
BBY vs CASY
+464.4%
-228.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.7% | -17.2% | +17.9% | +6.7% |
| 30D | +5.8% | -24.4% | +30.1% | +15.4% |
| 3M | +18.0% | -31.4% | +49.4% | +32.4% |
| 6M | +39.8% | -8.9% | +48.7% | +39.6% |
| YTD | +35.4% | +13.8% | +21.6% | +23.8% |
| 1Y | +21.4% | +17.0% | +4.4% | +9.5% |
| 3Y | +39.5% | +163.1% | -123.6% | -14.4% |
| 5Y | -0.5% | +239.0% | -239.5% | -46.8% |
| All | +236.2% | +464.4% | -228.2% | +40.9% |
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