+318.3%
BLK vs CASY
+555.0%
-236.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +3.7% | +3.6% | +0.2% | +2.6% |
| 30D | +13.9% | +9.1% | +4.8% | +10.7% |
| 3M | +3.9% | -16.5% | +20.4% | +9.3% |
| 6M | +13.0% | -19.7% | +32.7% | +18.9% |
| YTD | +16.1% | +29.3% | -13.1% | +2.5% |
| 1Y | +16.8% | +33.1% | -16.4% | +1.7% |
| 3Y | +97.7% | +158.5% | -60.9% | +30.2% |
| 5Y | +42.1% | +266.7% | -224.6% | -20.3% |
| All | +318.3% | +555.0% | -236.7% | +93.9% |
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 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