+62.0%
BMY vs CASY
+549.1%
-487.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.7% |
| 7D | -3.3% | -4.4% | +1.0% | -2.6% |
| 30D | 0.0% | -12.0% | +12.0% | +2.0% |
| 3M | +17.7% | -2.3% | +20.1% | +17.4% |
| 6M | +9.6% | +10.5% | -0.9% | +6.7% |
| YTD | +24.0% | +33.0% | -9.0% | +16.7% |
| 1Y | +45.1% | +41.1% | +4.0% | +34.8% |
| 3Y | +22.5% | +207.5% | -185.0% | -3.9% |
| 5Y | +22.3% | +290.7% | -268.4% | -10.0% |
| 10Y | +62.0% | +556.5% | -494.5% | +3.3% |
| All | +62.0% | +549.1% | -487.1% | +3.3% |
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