-36.5%
BROS vs CASY
+30.1%
-66.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +6.0% | +6.5% |
| 7D | -17.9% | +3.6% | -21.5% | -18.5% |
| 30D | -5.4% | +7.2% | -12.6% | -6.8% |
| 3M | -32.1% | -16.9% | -15.1% | -29.9% |
| 6M | -31.7% | -19.3% | -12.3% | -28.7% |
| YTD | -41.2% | +25.6% | -66.8% | -45.0% |
| All | -36.5% | +30.1% | -66.6% | -42.4% |
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