+121.4%
BKR vs CASY
+464.4%
-343.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.4% | -6.6% |
| 7D | -6.7% | -17.2% | +10.6% | -1.1% |
| 30D | -8.3% | -24.4% | +16.0% | -0.1% |
| 3M | -5.4% | -31.4% | +26.0% | +6.3% |
| 6M | +0.8% | -8.9% | +9.7% | +1.3% |
| YTD | +31.8% | +13.8% | +18.0% | +21.9% |
| 1Y | +28.6% | +17.0% | +11.6% | +17.0% |
| 3Y | +71.2% | +163.1% | -91.9% | +9.7% |
| 5Y | +179.2% | +239.0% | -59.8% | +55.5% |
| All | +121.4% | +464.4% | -343.0% | +1.2% |
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