-43.8%
BIDU vs CASY
+234.8%
-278.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.2% | +13.7% | +1.2% |
| 7D | -2.4% | -16.5% | +14.1% | -0.3% |
| 30D | -16.0% | -26.4% | +10.4% | -12.8% |
| 3M | -24.0% | -17.3% | -6.7% | -22.7% |
| 6M | -24.9% | -5.2% | -19.7% | -24.8% |
| YTD | -29.6% | +14.1% | -43.6% | -31.5% |
| 1Y | -15.2% | +16.6% | -31.8% | -17.9% |
| 3Y | -32.2% | +163.7% | -195.9% | -43.1% |
| 5Y | -43.8% | +231.3% | -275.1% | -57.4% |
| All | -43.8% | +234.8% | -278.6% | -57.4% |
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