+27.0%
BROS vs CASY
+307.0%
-280.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -6.7% | +0.1% | -6.8% | -6.8% |
| 30D | -29.1% | -11.3% | -17.7% | -26.0% |
| 3M | -16.7% | -0.6% | -16.1% | -17.5% |
| 6M | -11.6% | +10.7% | -22.3% | -16.7% |
| YTD | -23.9% | +37.1% | -61.0% | -34.3% |
| 1Y | -34.8% | +52.3% | -87.1% | -46.3% |
| 3Y | +62.1% | +215.2% | -153.1% | -7.0% |
| All | +27.0% | +307.0% | -280.1% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling