+275.1%
BLK vs CASY
+453.5%
-178.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.6% | +2.2% |
| 7D | -3.3% | -18.6% | +15.3% | +2.8% |
| 30D | -6.5% | -26.6% | +20.1% | +2.6% |
| 3M | +6.7% | -32.8% | +39.5% | +20.0% |
| 6M | +14.7% | -10.0% | +24.8% | +15.2% |
| YTD | +2.5% | +11.6% | -9.1% | -5.0% |
| 1Y | -2.8% | +11.5% | -14.3% | -10.1% |
| 3Y | +65.9% | +160.7% | -94.8% | +7.4% |
| 5Y | +33.0% | +232.4% | -199.4% | -23.2% |
| All | +275.1% | +453.5% | -178.4% | +80.6% |
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