+47.3%
BDX vs CASY
+32.9%
+14.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | +2.9% | +3.6% | -0.7% | +3.1% |
| 30D | +15.4% | +9.1% | +6.4% | +16.1% |
| 3M | +20.5% | -16.5% | +37.0% | +18.7% |
| 6M | +53.2% | -19.7% | +72.9% | +53.0% |
| YTD | +45.7% | +29.3% | +16.4% | +44.2% |
| 1Y | +47.3% | +33.1% | +14.1% | +46.6% |
| All | +47.3% | +32.9% | +14.4% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling