-39.2%
BROS vs CASY
+32.9%
-72.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.1% |
| 7D | -20.4% | +5.8% | -26.2% | -21.2% |
| 30D | -6.1% | +10.7% | -16.8% | -8.0% |
| 3M | -29.4% | -13.9% | -15.5% | -27.5% |
| 6M | -31.5% | -18.4% | -13.1% | -28.2% |
| YTD | -42.8% | +29.6% | -72.4% | -47.3% |
| All | -39.2% | +32.9% | -72.1% | -44.4% |
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