+48.8%
BUD vs CASY
+161.8%
-113.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.1% |
| 7D | +1.0% | +3.6% | -2.5% | +0.6% |
| 30D | +6.7% | +9.1% | -2.4% | +5.7% |
| 3M | +5.7% | -16.5% | +22.2% | +7.5% |
| 6M | +5.8% | -19.7% | +25.5% | +8.1% |
| YTD | +34.4% | +29.3% | +5.1% | +29.1% |
| 1Y | +33.3% | +33.1% | +0.1% | +27.4% |
| 3Y | +48.8% | +158.5% | -109.7% | +30.9% |
| All | +48.8% | +161.8% | -113.0% | +30.9% |
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