+186.9%
BNS vs CASY
+453.5%
-266.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.1% |
| 7D | -0.4% | -18.6% | +18.2% | +4.5% |
| 30D | +3.5% | -26.6% | +30.1% | +11.2% |
| 3M | +14.1% | -32.8% | +46.8% | +25.0% |
| 6M | +33.8% | -10.0% | +43.8% | +34.1% |
| YTD | +29.5% | +11.6% | +17.8% | +21.9% |
| 1Y | +48.4% | +11.5% | +36.9% | +39.4% |
| 3Y | +129.6% | +160.7% | -31.1% | +61.4% |
| 5Y | +96.1% | +232.4% | -136.3% | +24.8% |
| All | +186.9% | +453.5% | -266.6% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling