+1,008.9%
BE vs CASY
+619.1%
+389.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.0% | +12.6% | +11.0% |
| 7D | +29.8% | -4.4% | +34.1% | +32.3% |
| 30D | +26.4% | -12.0% | +38.4% | +33.7% |
| 3M | +9.3% | -2.3% | +11.7% | +5.8% |
| 6M | +105.1% | +10.5% | +94.5% | +85.2% |
| YTD | +219.0% | +33.0% | +186.0% | +160.8% |
| 1Y | +418.8% | +41.1% | +377.6% | +310.8% |
| 3Y | +1,784.6% | +207.5% | +1,577.1% | +822.0% |
| 5Y | +1,251.0% | +290.7% | +960.2% | +464.8% |
| All | +1,008.9% | +619.1% | +389.7% | +223.2% |
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 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