+92.7%
BNS vs CASY
+234.8%
-142.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.2% | +13.5% | +1.3% |
| 7D | -1.3% | -16.5% | +15.2% | +1.2% |
| 30D | +4.0% | -26.4% | +30.4% | +8.5% |
| 3M | +13.8% | -17.3% | +31.1% | +15.7% |
| 6M | +32.7% | -5.2% | +37.9% | +30.9% |
| YTD | +27.6% | +14.1% | +13.5% | +21.4% |
| 1Y | +47.4% | +16.6% | +30.8% | +39.4% |
| 3Y | +129.0% | +163.7% | -34.7% | +76.6% |
| 5Y | +92.7% | +231.3% | -138.6% | +38.5% |
| All | +92.7% | +234.8% | -142.1% | +38.5% |
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 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