+116.8%
BHP vs CASY
+250.1%
-133.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.7% |
| 7D | +0.9% | +1.1% | -0.2% | +0.7% |
| 30D | -6.3% | +8.7% | -14.9% | -7.5% |
| 3M | -7.1% | -17.3% | +10.2% | -4.6% |
| 6M | -3.2% | -19.7% | +16.5% | -0.3% |
| YTD | +37.9% | +24.8% | +13.1% | +28.7% |
| 1Y | +49.7% | +31.9% | +17.8% | +37.8% |
| 3Y | +51.7% | +155.4% | -103.7% | +18.4% |
| All | +116.8% | +250.1% | -133.3% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling