+272.4%
BBY vs CASY
+550.0%
-277.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.3% |
| 7D | +4.0% | +2.5% | +1.6% | +3.2% |
| 30D | +17.6% | +10.2% | +7.3% | +13.9% |
| 3M | +25.9% | -15.7% | +41.6% | +32.4% |
| 6M | +85.1% | -18.4% | +103.5% | +94.1% |
| YTD | +60.6% | +28.3% | +32.3% | +41.0% |
| 1Y | +40.2% | +32.6% | +7.6% | +21.3% |
| 3Y | +86.6% | +159.5% | -72.9% | +17.4% |
| 5Y | -3.7% | +263.9% | -267.6% | -49.4% |
| All | +272.4% | +550.0% | -277.6% | +52.9% |
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