+28.6%
BMY vs CASY
+250.1%
-221.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | +4.1% | +8.7% | -4.6% | +3.2% |
| 3M | -2.1% | -17.3% | +15.2% | -0.5% |
| 6M | +12.2% | -19.7% | +31.9% | +14.3% |
| YTD | +20.3% | +24.8% | -4.5% | +16.5% |
| 1Y | +39.2% | +31.9% | +7.3% | +33.8% |
| 3Y | +35.6% | +155.4% | -119.8% | +19.5% |
| All | +28.6% | +250.1% | -221.5% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling