-99.9%
BIYA vs CASY
+77.4%
-177.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | -7.8% | +3.6% | -11.4% | -9.0% |
| 30D | -38.5% | +7.2% | -45.7% | -40.2% |
| 3M | -59.5% | -16.9% | -42.6% | -57.3% |
| 6M | -89.2% | -19.3% | -69.8% | -89.9% |
| YTD | -97.1% | +25.6% | -122.7% | -96.0% |
| 1Y | -99.0% | +30.2% | -129.2% | -98.6% |
| All | -99.9% | +77.4% | -177.3% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling