-0.1%
BUD vs CASY
+555.0%
-555.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.0% |
| 7D | +1.0% | +3.6% | -2.5% | +0.2% |
| 30D | +6.7% | +9.1% | -2.4% | +4.6% |
| 3M | +5.7% | -16.5% | +22.2% | +9.6% |
| 6M | +5.8% | -19.7% | +25.5% | +10.0% |
| YTD | +34.4% | +29.3% | +5.1% | +23.9% |
| 1Y | +33.3% | +33.1% | +0.1% | +21.7% |
| 3Y | +48.8% | +158.5% | -109.7% | +11.5% |
| 5Y | +52.5% | +266.7% | -214.2% | +1.4% |
| All | -0.1% | +555.0% | -555.2% | -41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling