+406.7%
BNY vs CASY
+453.5%
-46.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.6% |
| 7D | -1.3% | -18.6% | +17.3% | +4.4% |
| 30D | -0.2% | -26.6% | +26.5% | +8.9% |
| 3M | +14.9% | -32.8% | +47.7% | +28.3% |
| 6M | +40.0% | -10.0% | +50.0% | +40.1% |
| YTD | +42.0% | +11.6% | +30.4% | +31.4% |
| 1Y | +56.9% | +11.5% | +45.4% | +44.7% |
| 3Y | +289.9% | +160.7% | +129.2% | +151.8% |
| 5Y | +259.2% | +232.4% | +26.8% | +106.8% |
| All | +406.7% | +453.5% | -46.8% | +149.9% |
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