-23.0%
BUD vs CASY
+568.7%
-591.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -5.7% | -11.3% | +5.7% | -3.2% |
| 3M | +3.1% | -0.6% | +3.8% | +2.2% |
| 6M | +7.9% | +10.7% | -2.8% | +3.9% |
| YTD | +27.3% | +37.1% | -9.8% | +16.3% |
| 1Y | +37.8% | +52.3% | -14.5% | +22.2% |
| 3Y | +49.8% | +215.2% | -165.3% | +6.9% |
| 5Y | +43.8% | +276.5% | -232.7% | -4.0% |
| All | -23.0% | +568.7% | -591.7% | -54.7% |
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