-31.8%
BIDU vs CASY
+209.8%
-241.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.0% | -4.0% | -6.6% |
| 7D | -2.4% | -4.4% | +1.9% | -2.0% |
| 30D | -15.6% | -12.0% | -3.6% | -14.5% |
| 3M | -22.3% | -2.3% | -20.0% | -22.4% |
| 6M | -22.3% | +10.5% | -32.8% | -23.1% |
| YTD | -29.2% | +33.0% | -62.2% | -31.5% |
| 1Y | -14.8% | +41.1% | -56.0% | -18.5% |
| 3Y | -31.8% | +207.5% | -239.3% | -40.1% |
| All | -31.8% | +209.8% | -241.6% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling