+7,115.9%
BHP vs CASY
+33,553.3%
-26,437.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +3.8% | +5.0% | -1.1% | +2.7% |
| 30D | -6.5% | +8.2% | -14.7% | -8.3% |
| 3M | -8.5% | -18.2% | +9.7% | -4.9% |
| 6M | -2.2% | -18.6% | +16.4% | +0.8% |
| YTD | +40.0% | +26.8% | +13.2% | +30.0% |
| 1Y | +51.3% | +31.6% | +19.7% | +39.0% |
| 3Y | +56.5% | +156.5% | -100.0% | +21.1% |
| 5Y | +130.2% | +258.6% | -128.4% | +62.7% |
| 10Y | +336.5% | +550.3% | -213.8% | +164.4% |
| All | +7,115.9% | +33,553.3% | -26,437.4% | +2,376.8% |
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