+6.0%
BG vs CASY
+32.1%
-26.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.2% |
| 7D | -3.8% | +0.8% | -4.6% | -3.9% |
| 30D | -9.6% | +9.4% | -19.0% | -10.8% |
| 3M | -8.5% | -20.6% | +12.1% | -5.6% |
| 6M | -23.0% | -20.7% | -2.3% | -19.7% |
| YTD | +10.9% | +22.5% | -11.6% | +0.6% |
| 1Y | +6.0% | +29.5% | -23.5% | -7.0% |
| All | +6.0% | +32.1% | -26.2% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling