+7,006.5%
BHP vs CASY
+33,031.0%
-26,024.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 3M | -7.1% | -17.3% | +10.2% | -3.7% |
| 6M | -3.2% | -19.7% | +16.5% | +0.1% |
| YTD | +37.9% | +24.8% | +13.1% | +28.5% |
| 1Y | +49.7% | +31.9% | +17.8% | +37.4% |
| 3Y | +51.7% | +155.4% | -103.7% | +17.4% |
| 5Y | +122.0% | +250.6% | -128.5% | +57.7% |
| 10Y | +382.4% | +556.8% | -174.4% | +191.7% |
| All | +7,006.5% | +33,031.0% | -26,024.5% | +2,347.9% |
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 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