+533.5%
BIDU vs CASY
+3,977.9%
-3,444.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -2.4% |
| 7D | -2.3% | +2.5% | -4.8% | -2.9% |
| 30D | -7.3% | +10.2% | -17.5% | -9.7% |
| 3M | -26.0% | -15.7% | -10.3% | -23.2% |
| 6M | -44.5% | -18.4% | -26.2% | -42.5% |
| YTD | -40.6% | +28.3% | -68.9% | -45.5% |
| 1Y | -39.8% | +32.6% | -72.3% | -45.4% |
| 3Y | -26.7% | +159.5% | -186.2% | -45.9% |
| 5Y | -54.5% | +263.9% | -318.4% | -70.1% |
| 10Y | -52.4% | +548.5% | -600.9% | -75.1% |
| All | +533.5% | +3,977.9% | -3,444.4% | +53.6% |
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