-99.8%
BIYA vs CASY
+87.9%
-187.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +1.1% |
| 7D | +2.7% | -4.4% | +7.1% | +4.4% |
| 30D | -18.7% | -12.0% | -6.7% | -14.8% |
| 3M | -72.0% | -2.3% | -69.7% | -70.3% |
| 6M | -86.4% | +10.5% | -96.9% | -84.5% |
| YTD | -94.2% | +33.0% | -127.2% | -92.0% |
| 1Y | -98.4% | +41.1% | -139.6% | -97.6% |
| All | -99.8% | +87.9% | -187.6% | -99.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling