+76.2%
BND vs CASY
+3,135.7%
-3,059.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | +0.4% | +3.6% | -3.2% | +0.4% |
| 30D | +2.0% | +7.2% | -5.2% | +2.0% |
| 3M | -0.4% | -16.9% | +16.6% | -0.4% |
| 6M | -0.9% | -19.3% | +18.4% | -1.0% |
| YTD | -0.3% | +25.6% | -26.0% | -0.2% |
| 1Y | 0.0% | +30.2% | -30.2% | +0.1% |
| 3Y | +15.1% | +154.9% | -139.8% | +15.7% |
| 5Y | -1.5% | +252.1% | -253.6% | -0.7% |
| 10Y | +17.6% | +535.8% | -518.2% | +19.8% |
| All | +76.2% | +3,135.7% | -3,059.5% | +85.8% |
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 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