+289.2%
BN vs CASY
+539.5%
-250.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.7% |
| 7D | +4.3% | +5.0% | -0.7% | +2.5% |
| 30D | +14.3% | +8.2% | +6.1% | +10.9% |
| 3M | -4.1% | -18.2% | +14.1% | +2.4% |
| 6M | -9.7% | -18.6% | +8.9% | -4.9% |
| YTD | -7.1% | +26.8% | -33.9% | -19.2% |
| 1Y | -7.4% | +31.6% | -39.0% | -21.0% |
| 3Y | +102.3% | +156.5% | -54.2% | +25.6% |
| 5Y | +35.9% | +258.6% | -222.7% | -28.9% |
| 10Y | +289.2% | +550.3% | -261.1% | +69.6% |
| All | +289.2% | +539.5% | -250.3% | +69.6% |
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