-1.8%
BROS vs CASY
+273.0%
-274.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +6.0% | +6.4% |
| 7D | -17.9% | +3.6% | -21.5% | -19.0% |
| 30D | -5.4% | +7.2% | -12.6% | -7.9% |
| 3M | -32.1% | -16.9% | -15.1% | -28.2% |
| 6M | -31.7% | -19.3% | -12.3% | -27.6% |
| YTD | -41.2% | +25.6% | -66.8% | -48.1% |
| 1Y | -32.6% | +30.2% | -62.8% | -41.5% |
| 3Y | +32.7% | +154.9% | -122.2% | -16.5% |
| 5Y | -44.2% | +252.1% | -296.4% | -73.2% |
| All | -1.8% | +273.0% | -274.8% | -50.8% |
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 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