-3.4%
BDX vs CASY
+274.3%
-277.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.7% |
| 7D | -4.3% | -4.4% | +0.1% | -3.8% |
| 30D | +1.3% | -12.0% | +13.3% | +2.6% |
| 3M | +20.2% | -2.3% | +22.6% | +19.6% |
| 6M | +8.6% | +10.5% | -1.9% | +5.4% |
| YTD | +19.0% | +33.0% | -14.1% | +11.9% |
| 1Y | +21.2% | +41.1% | -20.0% | +12.5% |
| 3Y | -9.7% | +207.5% | -217.2% | -29.5% |
| 5Y | -3.4% | +290.7% | -294.1% | -30.1% |
| All | -3.4% | +274.3% | -277.7% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling