+25.3%
BIL vs CASY
+549.1%
-523.8%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | 0.0% |
| 7D | +0.1% | -4.4% | +4.4% | +0.1% |
| 30D | +0.3% | -12.0% | +12.3% | +0.3% |
| 3M | +0.9% | -2.3% | +3.2% | +0.9% |
| 6M | +1.8% | +10.5% | -8.7% | +1.8% |
| YTD | +2.5% | +33.0% | -30.6% | +2.4% |
| 1Y | +3.7% | +41.1% | -37.4% | +3.7% |
| 3Y | +14.1% | +207.5% | -193.4% | +14.0% |
| 5Y | +19.4% | +290.7% | -271.3% | +19.4% |
| 10Y | +25.3% | +556.5% | -531.2% | +25.1% |
| All | +25.3% | +549.1% | -523.8% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling