-8.3%
BN vs CASY
+34.1%
-42.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.9% |
| 7D | -2.4% | +5.8% | -8.2% | -2.7% |
| 30D | +13.5% | +10.7% | +2.8% | +12.9% |
| 3M | -5.9% | -13.9% | +7.9% | -5.2% |
| 6M | -8.9% | -18.4% | +9.5% | -5.2% |
| YTD | -7.9% | +29.6% | -37.5% | -14.0% |
| 1Y | -8.3% | +32.8% | -41.1% | -14.3% |
| All | -8.3% | +34.1% | -42.4% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling