+14,604.7%
BLK vs CASY
+6,571.4%
+8,033.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +3.7% | +3.6% | +0.2% | +2.7% |
| 30D | +13.9% | +9.1% | +4.8% | +10.9% |
| 3M | +3.9% | -16.5% | +20.4% | +8.9% |
| 6M | +13.0% | -19.7% | +32.7% | +18.2% |
| YTD | +16.1% | +29.3% | -13.1% | +4.7% |
| 1Y | +16.8% | +33.1% | -16.4% | +4.1% |
| 3Y | +97.7% | +158.5% | -60.9% | +40.6% |
| 5Y | +42.1% | +266.7% | -224.6% | -10.3% |
| 10Y | +321.3% | +553.5% | -232.2% | +117.7% |
| All | +14,604.7% | +6,571.4% | +8,033.3% | +4,379.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling