+271.1%
BN vs CASY
+569.1%
-297.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -9.5% | -11.3% | +1.8% | -5.5% |
| 3M | -10.4% | -0.6% | -9.7% | -12.1% |
| 6M | -6.4% | +10.7% | -17.1% | -12.5% |
| YTD | -11.9% | +37.1% | -49.0% | -24.9% |
| 1Y | -8.6% | +52.3% | -60.9% | -26.0% |
| 3Y | +77.6% | +215.2% | -137.6% | +1.7% |
| 5Y | +37.0% | +276.5% | -239.5% | -28.8% |
| All | +271.1% | +569.1% | -297.9% | +58.7% |
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