-8.1%
BROS vs CASY
+280.8%
-288.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.4% |
| 7D | -2.5% | +2.5% | -5.0% | -3.3% |
| 30D | -11.2% | +10.2% | -21.5% | -14.4% |
| 3M | -33.9% | -15.7% | -18.2% | -30.5% |
| 6M | -33.5% | -18.4% | -15.1% | -29.8% |
| YTD | -44.9% | +28.3% | -73.2% | -51.7% |
| 1Y | -41.5% | +32.6% | -74.0% | -49.5% |
| 3Y | +22.4% | +159.5% | -137.1% | -23.3% |
| 5Y | -45.7% | +263.9% | -309.6% | -73.5% |
| All | -8.1% | +280.8% | -288.9% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling