+95.6%
BN vs CASY
+154.1%
-58.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +5.3% | +1.1% | +4.3% | +5.1% |
| 30D | +11.9% | +8.7% | +3.2% | +9.9% |
| 3M | -5.7% | -17.3% | +11.6% | -2.2% |
| 6M | -10.6% | -19.7% | +9.1% | -6.8% |
| YTD | -9.4% | +24.8% | -34.2% | -18.4% |
| 1Y | -8.8% | +31.9% | -40.7% | -19.6% |
| 3Y | +95.6% | +155.4% | -59.8% | +37.2% |
| All | +95.6% | +154.1% | -58.4% | +37.2% |
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