+57.5%
BMY vs CASY
+551.3%
-493.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.4% | +3.6% | -5.0% | -2.0% |
| 30D | +5.1% | +7.2% | -2.1% | +3.9% |
| 3M | -3.0% | -16.9% | +13.9% | -0.3% |
| 6M | +13.1% | -19.3% | +32.4% | +16.2% |
| YTD | +20.3% | +25.6% | -5.3% | +14.0% |
| 1Y | +39.0% | +30.2% | +8.9% | +30.7% |
| 3Y | +42.0% | +154.9% | -112.9% | +15.5% |
| 5Y | +28.5% | +252.1% | -223.6% | -3.8% |
| 10Y | +57.5% | +535.8% | -478.3% | +1.8% |
| All | +57.5% | +551.3% | -493.8% | +1.8% |
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