+162.9%
BG vs CASY
+453.5%
-290.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | +3.1% | -18.6% | +21.7% | +7.7% |
| 30D | +10.2% | -26.6% | +36.9% | +17.8% |
| 3M | -1.7% | -32.8% | +31.1% | +7.1% |
| 6M | +1.0% | -10.0% | +11.0% | +1.9% |
| YTD | +39.9% | +11.6% | +28.3% | +33.9% |
| 1Y | +53.2% | +11.5% | +41.7% | +46.5% |
| 3Y | +16.3% | +160.7% | -144.4% | -13.4% |
| 5Y | +83.9% | +232.4% | -148.6% | +26.2% |
| All | +162.9% | +453.5% | -290.6% | +57.3% |
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