+25.1%
BROS vs CASY
+294.9%
-269.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.4% |
| 7D | -0.9% | -4.4% | +3.4% | +0.6% |
| 30D | -13.5% | -12.0% | -1.4% | -9.6% |
| 3M | -18.4% | -2.3% | -16.1% | -18.7% |
| 6M | -10.6% | +10.5% | -21.1% | -15.7% |
| YTD | -25.1% | +33.0% | -58.1% | -34.6% |
| 1Y | -28.6% | +41.1% | -69.8% | -39.4% |
| 3Y | +65.6% | +207.5% | -141.9% | -4.3% |
| All | +25.1% | +294.9% | -269.8% | -38.1% |
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