-7.6%
BRO vs CASY
+163.1%
-170.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -8.6% | -17.2% | +8.7% | -6.3% |
| 30D | -6.9% | -24.4% | +17.4% | -3.6% |
| 3M | +10.5% | -31.4% | +41.9% | +15.9% |
| 6M | -2.8% | -8.9% | +6.1% | -2.8% |
| YTD | -16.1% | +13.8% | -30.0% | -19.6% |
| 1Y | -27.6% | +17.0% | -44.6% | -31.0% |
| All | -7.6% | +163.1% | -170.8% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling