+51.1%
BUD vs CASY
+215.7%
-164.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -5.7% | -11.3% | +5.7% | -4.6% |
| 3M | +3.1% | -0.6% | +3.8% | +2.7% |
| 6M | +7.9% | +10.7% | -2.8% | +5.9% |
| YTD | +27.3% | +37.1% | -9.8% | +22.2% |
| 1Y | +37.8% | +52.3% | -14.5% | +30.5% |
| All | +51.1% | +215.7% | -164.6% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling