+825.7%
BKNG vs CASY
+5,912.8%
-5,087.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.0% | -3.7% | -5.7% |
| 7D | -7.9% | -4.4% | -3.5% | -6.4% |
| 30D | -15.9% | -12.0% | -3.9% | -12.1% |
| 3M | +11.1% | -2.3% | +13.4% | +9.6% |
| 6M | -0.7% | +10.5% | -11.2% | -7.0% |
| YTD | -15.4% | +33.0% | -48.5% | -26.4% |
| 1Y | -18.5% | +41.1% | -59.7% | -31.0% |
| 3Y | +46.5% | +207.5% | -161.0% | -10.3% |
| 5Y | +98.8% | +290.7% | -192.0% | +9.3% |
| 10Y | +218.4% | +556.5% | -338.1% | +38.9% |
| All | +825.7% | +5,912.8% | -5,087.1% | +34.4% |
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