-50.2%
BROS vs CASY
+250.1%
-300.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -21.2% | +1.1% | -22.3% | -21.7% |
| 30D | -11.6% | +8.7% | -20.2% | -14.6% |
| 3M | -36.7% | -17.3% | -19.4% | -32.7% |
| 6M | -42.8% | -19.7% | -23.1% | -39.1% |
| YTD | -44.8% | +24.8% | -69.7% | -51.9% |
| 1Y | -36.5% | +31.9% | -68.4% | -46.2% |
| 3Y | +27.0% | +155.4% | -128.4% | -25.4% |
| All | -50.2% | +250.1% | -300.3% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling