+34.0%
BN vs CASY
+266.7%
-232.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -1.0% | +3.6% | -4.5% | -1.9% |
| 30D | +14.0% | +9.1% | +4.9% | +11.2% |
| 3M | -9.0% | -16.5% | +7.5% | -4.7% |
| 6M | -8.8% | -19.7% | +10.9% | -4.0% |
| YTD | -10.3% | +29.3% | -39.5% | -21.0% |
| 1Y | -5.8% | +33.1% | -38.9% | -18.2% |
| 3Y | +94.8% | +158.5% | -63.7% | +27.7% |
| All | +34.0% | +266.7% | -232.7% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling