+711.7%
BIDU vs CASY
+4,259.1%
-3,547.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.1% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -10.5% | -11.3% | +0.9% | -7.8% |
| 3M | -26.2% | -0.6% | -25.6% | -27.0% |
| 6M | -16.4% | +10.7% | -27.1% | -19.6% |
| YTD | -23.9% | +37.1% | -61.0% | -31.0% |
| 1Y | +1.3% | +52.3% | -51.0% | -11.0% |
| 3Y | -32.1% | +215.2% | -247.3% | -52.3% |
| 5Y | -39.0% | +276.5% | -315.5% | -60.0% |
| 10Y | -44.0% | +508.4% | -552.4% | -70.0% |
| All | +711.7% | +4,259.1% | -3,547.4% | +94.5% |
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