+6,160.6%
BDX vs CASY
+33,553.3%
-27,392.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +7.3% | +5.0% | +2.3% | +6.5% |
| 30D | +15.7% | +8.2% | +7.5% | +14.3% |
| 3M | +19.1% | -18.2% | +37.2% | +22.3% |
| 6M | +44.1% | -18.6% | +62.7% | +47.2% |
| YTD | +42.1% | +26.8% | +15.3% | +34.9% |
| 1Y | +52.6% | +31.6% | +21.0% | +43.9% |
| 3Y | +22.6% | +156.5% | -133.9% | +2.7% |
| 5Y | +23.3% | +258.6% | -235.3% | -2.8% |
| 10Y | +84.8% | +550.3% | -465.4% | +30.3% |
| All | +6,160.6% | +33,553.3% | -27,392.7% | +2,263.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling