+1,637.4%
BMY vs CASY
+33,247.3%
-31,609.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.4% | +3.6% | -5.0% | -1.9% |
| 30D | +5.1% | +7.2% | -2.1% | +4.0% |
| 3M | -3.0% | -16.9% | +13.9% | -0.6% |
| 6M | +13.1% | -19.3% | +32.4% | +15.8% |
| YTD | +20.3% | +25.6% | -5.3% | +15.1% |
| 1Y | +39.0% | +30.2% | +8.9% | +32.1% |
| 3Y | +42.0% | +154.9% | -112.9% | +20.2% |
| 5Y | +28.5% | +252.1% | -223.6% | +2.5% |
| 10Y | +57.5% | +535.8% | -478.3% | +12.4% |
| All | +1,637.4% | +33,247.3% | -31,609.9% | +608.7% |
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