+7,943.2%
BHP vs CASY
+36,294.0%
-28,350.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +3.4% | -11.3% | +14.7% | +6.1% |
| 3M | +4.1% | -0.6% | +4.7% | +3.0% |
| 6M | +20.6% | +10.7% | +9.9% | +16.3% |
| YTD | +56.1% | +37.1% | +18.9% | +43.1% |
| 1Y | +69.6% | +52.3% | +17.3% | +51.3% |
| 3Y | +78.8% | +215.2% | -136.4% | +32.3% |
| 5Y | +113.1% | +276.5% | -163.4% | +49.7% |
| 10Y | +505.9% | +508.4% | -2.5% | +273.7% |
| All | +7,943.2% | +36,294.0% | -28,350.9% | +2,627.5% |
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