+30.9%
BLK vs CASY
+230.5%
-199.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -5.2% | -17.2% | +12.1% | -1.1% |
| 30D | -7.0% | -24.4% | +17.3% | -1.0% |
| 3M | +5.7% | -31.4% | +37.1% | +14.9% |
| 6M | +11.0% | -8.9% | +19.9% | +10.3% |
| YTD | +0.9% | +13.8% | -12.9% | -6.5% |
| 1Y | -1.6% | +17.0% | -18.6% | -9.9% |
| 3Y | +64.5% | +163.1% | -98.7% | +10.0% |
| 5Y | +30.9% | +239.0% | -208.1% | -24.2% |
| All | +30.9% | +230.5% | -199.7% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling