+668.0%
BE vs CASY
+598.8%
+69.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.3% |
| 7D | +10.8% | +3.6% | +7.3% | +9.3% |
| 30D | -19.8% | +9.1% | -28.8% | -23.1% |
| 3M | -18.7% | -16.5% | -2.2% | -13.0% |
| 6M | -33.7% | -19.7% | -14.0% | -29.7% |
| YTD | +121.0% | +29.3% | +91.7% | +80.7% |
| 1Y | +85.4% | +33.1% | +52.3% | +49.4% |
| 3Y | +1,709.5% | +158.5% | +1,551.0% | +870.8% |
| 5Y | +462.2% | +266.7% | +195.5% | +140.1% |
| All | +668.0% | +598.8% | +69.1% | +123.9% |
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 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