+105.5%
CB vs CASY
+254.0%
-148.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | +2.6% | +1.8% | +0.7% | +2.3% |
| 30D | +11.2% | +11.2% | 0.0% | +9.2% |
| 3M | +5.7% | -19.1% | +24.8% | +9.3% |
| 6M | +15.9% | -19.9% | +35.8% | +19.6% |
| YTD | +20.2% | +25.2% | -5.0% | +13.3% |
| 1Y | +32.4% | +31.6% | +0.8% | +23.5% |
| 3Y | +75.5% | +155.4% | -79.9% | +38.0% |
| 5Y | +105.5% | +251.5% | -146.0% | +42.1% |
| All | +105.5% | +254.0% | -148.5% | +42.1% |
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