+82.0%
BN vs CASY
+215.7%
-133.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.2% |
| 3M | -10.4% | -0.6% | -9.7% | -11.5% |
| 6M | -6.4% | +10.7% | -17.1% | -11.0% |
| YTD | -11.9% | +37.1% | -49.0% | -21.6% |
| 1Y | -8.6% | +52.3% | -60.9% | -21.8% |
| All | +82.0% | +215.7% | -133.7% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling