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  • BKR vs CASY✓SelectedUSD · CASYBKR vs CASY performance historyLatest closeAs of+0.66%09/08
Stock and ETF performance explorer

BKR vs CASY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+569.2%
CASY return
+35,206.2%
Excess return
-34,637.0%
Maximum drawdown
-83.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
1D+0.7%-3.0%+3.7%+1.4%
7D+0.4%-4.4%+4.8%+1.4%
30D+3.9%-12.0%+15.9%+6.8%
3M-1.1%-2.3%+1.3%-1.4%
6M+7.6%+10.5%-2.9%+4.0%
YTD+41.9%+33.0%+8.9%+31.2%
1Y+42.2%+41.1%+1.1%+29.2%
3Y+84.3%+207.5%-123.2%+37.3%
5Y+215.7%+290.7%-75.0%+119.5%
10Y+130.9%+556.5%-425.6%+41.7%
All+569.2%+35,206.2%-34,637.0%+126.6%

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 1990-01-01 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling