+932.4%
BSX vs CASY
+24,184.2%
-23,251.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.8% |
| 7D | -1.0% | +2.5% | -3.5% | -1.5% |
| 30D | +2.1% | +10.2% | -8.2% | -0.3% |
| 3M | -14.0% | -15.7% | +1.7% | -10.9% |
| 6M | -18.3% | -18.4% | +0.1% | -15.4% |
| YTD | -53.6% | +28.3% | -81.9% | -57.2% |
| 1Y | -57.6% | +32.6% | -90.1% | -61.2% |
| 3Y | -14.3% | +159.5% | -173.8% | -34.5% |
| 5Y | +5.1% | +263.9% | -258.8% | -26.9% |
| 10Y | +105.6% | +548.5% | -442.9% | +22.3% |
| All | +932.4% | +24,184.2% | -23,251.8% | +186.3% |
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