+60.5%
BDX vs CASY
+468.0%
-407.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -14.2% | +15.2% | +3.4% |
| 7D | -3.6% | -16.5% | +13.0% | -0.7% |
| 30D | +0.7% | -26.4% | +27.1% | +5.8% |
| 3M | +19.0% | -17.3% | +36.3% | +21.4% |
| 6M | +10.8% | -5.2% | +16.0% | +9.5% |
| YTD | +20.1% | +14.1% | +6.1% | +14.0% |
| 1Y | +23.1% | +16.6% | +6.5% | +16.0% |
| 3Y | -8.8% | +163.7% | -172.5% | -30.1% |
| 5Y | -1.4% | +231.3% | -232.7% | -29.4% |
| 10Y | +60.5% | +462.9% | -402.4% | +2.6% |
| All | +60.5% | +468.0% | -407.5% | +2.6% |
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