+15,786.9%
BN vs CASY
+33,946.0%
-18,159.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -0.3% | +2.5% | -2.8% | -0.8% |
| 30D | +13.6% | +10.2% | +3.3% | +11.2% |
| 3M | -6.7% | -15.7% | +9.0% | -3.8% |
| 6M | -9.0% | -18.4% | +9.4% | -6.4% |
| YTD | -8.8% | +28.3% | -37.1% | -14.9% |
| 1Y | -10.6% | +32.6% | -43.2% | -17.2% |
| 3Y | +98.8% | +159.5% | -60.7% | +58.5% |
| 5Y | +33.6% | +263.9% | -230.3% | -1.1% |
| 10Y | +298.3% | +548.5% | -250.2% | +163.4% |
| All | +15,786.9% | +33,946.0% | -18,159.0% | +6,274.5% |
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 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