-39.8%
BIDU vs CASY
+31.5%
-71.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -2.6% |
| 7D | -2.3% | +2.5% | -4.8% | -2.4% |
| 30D | -7.3% | +10.2% | -17.5% | -7.6% |
| 3M | -26.0% | -15.7% | -10.3% | -25.3% |
| 6M | -44.5% | -18.4% | -26.2% | -42.6% |
| YTD | -40.6% | +28.3% | -68.9% | -35.4% |
| 1Y | -39.8% | +32.6% | -72.3% | -33.8% |
| All | -39.8% | +31.5% | -71.3% | -33.8% |
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