+13,071.1%
BLK vs CASY
+6,765.4%
+6,305.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.0% |
| 7D | -2.4% | -4.4% | +2.0% | -1.1% |
| 30D | -3.1% | -12.0% | +8.9% | +0.5% |
| 3M | +10.7% | -2.3% | +13.0% | +9.8% |
| 6M | +15.9% | +10.5% | +5.4% | +10.4% |
| YTD | +4.0% | +33.0% | -29.0% | -6.5% |
| 1Y | +1.3% | +41.1% | -39.9% | -10.9% |
| 3Y | +69.6% | +207.5% | -137.9% | +14.6% |
| 5Y | +33.8% | +290.7% | -256.9% | -16.8% |
| 10Y | +276.2% | +556.5% | -280.3% | +95.1% |
| All | +13,071.1% | +6,765.4% | +6,305.7% | +3,901.6% |
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 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