+15,687.7%
BN vs CASY
+33,031.0%
-17,343.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 6M | -10.6% | -19.7% | +9.1% | -7.7% |
| YTD | -9.4% | +24.8% | -34.2% | -14.9% |
| 1Y | -8.8% | +31.9% | -40.7% | -15.5% |
| 3Y | +95.6% | +155.4% | -59.8% | +56.6% |
| 5Y | +30.2% | +250.6% | -220.4% | -2.9% |
| 10Y | +277.0% | +556.8% | -279.8% | +149.0% |
| All | +15,687.7% | +33,031.0% | -17,343.3% | +6,271.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling