Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • BTDR vs CASY✓SelectedUSD · CASYBTDR vs CASY performance historyLatest closeAs of+2.34%09/08
Stock and ETF performance explorer

BTDR vs CASY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+28.1%
CASY return
+274.3%
Excess return
-246.2%
Maximum drawdown
-79.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
1D+2.3%-3.0%+5.3%+2.9%
7D+22.4%-4.4%+26.8%+23.4%
30D+16.5%-12.0%+28.5%+18.8%
3M-31.5%-2.3%-29.1%-33.2%
6M+74.0%+10.5%+63.5%+62.3%
YTD+13.0%+33.0%-20.0%-0.5%
1Y-0.2%+41.1%-41.4%-13.8%
3Y+9.9%+207.5%-197.6%-10.0%
5Y+28.1%+290.7%-262.6%+6.2%
All+28.1%+274.3%-246.2%+6.2%

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