-52.3%
BIDU vs CASY
+257.4%
-309.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | +3.6% | +5.0% | -1.4% | +3.0% |
| 30D | -6.6% | +8.2% | -14.8% | -7.5% |
| 3M | -27.2% | -18.2% | -9.0% | -25.6% |
| 6M | -43.5% | -18.6% | -24.9% | -42.2% |
| YTD | -39.0% | +26.8% | -65.8% | -41.3% |
| 1Y | -39.8% | +31.6% | -71.4% | -42.5% |
| 3Y | -24.8% | +156.5% | -181.3% | -35.6% |
| All | -52.3% | +257.4% | -309.7% | -63.9% |
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 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