+289.9%
BNY vs CASY
+158.0%
+131.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.2% |
| 7D | -1.3% | -18.6% | +17.3% | +0.4% |
| 30D | -0.2% | -26.6% | +26.5% | +2.5% |
| 3M | +14.9% | -32.8% | +47.7% | +19.0% |
| 6M | +40.0% | -10.0% | +50.0% | +38.8% |
| YTD | +42.0% | +11.6% | +30.4% | +35.7% |
| 1Y | +56.9% | +11.5% | +45.4% | +49.7% |
| 3Y | +289.9% | +160.7% | +129.2% | +220.9% |
| All | +289.9% | +158.0% | +131.8% | +220.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling