-20.3%
BROS vs CASY
+32.1%
-52.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | +2.5% | +0.8% | +1.7% | +2.3% |
| 30D | +15.1% | +9.4% | +5.6% | +12.9% |
| 3M | -31.4% | -20.6% | -10.8% | -28.4% |
| 6M | -22.6% | -20.7% | -1.9% | -19.1% |
| YTD | -28.1% | +22.5% | -50.6% | -32.5% |
| 1Y | -20.3% | +29.5% | -49.7% | -28.5% |
| All | -20.3% | +32.1% | -52.4% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling