-1.5%
BND vs CASY
+274.3%
-275.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | 0.0% |
| 7D | +0.1% | -4.4% | +4.5% | +0.2% |
| 30D | -0.4% | -12.0% | +11.7% | -0.1% |
| 3M | -0.2% | -2.3% | +2.1% | -0.3% |
| 6M | -1.2% | +10.5% | -11.7% | -1.6% |
| YTD | -0.3% | +33.0% | -33.3% | -1.2% |
| 1Y | +0.4% | +41.1% | -40.7% | -0.7% |
| 3Y | +13.4% | +207.5% | -194.1% | +8.9% |
| 5Y | -1.5% | +290.7% | -292.2% | -6.1% |
| All | -1.5% | +274.3% | -275.8% | -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