+911.5%
BE vs CASY
+641.3%
+270.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.5% |
| 7D | +20.0% | +0.1% | +19.9% | +19.9% |
| 30D | +7.9% | -11.3% | +19.3% | +13.9% |
| 3M | -13.2% | -0.6% | -12.6% | -16.5% |
| 6M | +53.5% | +10.7% | +42.7% | +39.2% |
| YTD | +191.0% | +37.1% | +153.9% | +134.9% |
| 1Y | +360.5% | +52.3% | +308.2% | +250.9% |
| 3Y | +1,568.0% | +215.2% | +1,352.8% | +708.5% |
| 5Y | +1,055.2% | +276.5% | +778.7% | +397.0% |
| All | +911.5% | +641.3% | +270.2% | +191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling