+53.2%
BG vs CASY
+14.3%
+38.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.5% |
| 7D | +3.1% | -18.6% | +21.7% | +6.2% |
| 30D | +10.2% | -26.6% | +36.9% | +15.6% |
| 3M | -1.7% | -32.8% | +31.1% | +4.5% |
| 6M | +1.0% | -10.0% | +11.0% | -0.3% |
| YTD | +39.9% | +11.6% | +28.3% | +27.6% |
| 1Y | +53.2% | +11.5% | +41.7% | +40.9% |
| All | +53.2% | +14.3% | +38.9% | +40.9% |
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 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