+26,306.2%
BRO vs CASY
+35,206.2%
-8,900.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -4.0% |
| 7D | -5.4% | -4.4% | -1.0% | -4.5% |
| 30D | -4.3% | -12.0% | +7.7% | -2.0% |
| 3M | +17.8% | -2.3% | +20.2% | +17.7% |
| 6M | -6.8% | +10.5% | -17.3% | -9.5% |
| YTD | -13.8% | +33.0% | -46.8% | -19.4% |
| 1Y | -27.8% | +41.1% | -68.9% | -33.4% |
| 3Y | -4.7% | +207.5% | -212.2% | -25.6% |
| 5Y | +20.6% | +290.7% | -270.1% | -10.4% |
| 10Y | +293.7% | +556.5% | -262.7% | +161.9% |
| All | +26,306.2% | +35,206.2% | -8,900.0% | +8,335.5% |
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