+259.0%
BNY vs CASY
+230.5%
+28.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.1% | -17.2% | +16.2% | +2.3% |
| 30D | +1.4% | -24.4% | +25.8% | +6.7% |
| 3M | +16.8% | -31.4% | +48.2% | +25.1% |
| 6M | +42.0% | -8.9% | +50.9% | +40.9% |
| YTD | +41.9% | +13.8% | +28.1% | +32.3% |
| 1Y | +59.2% | +17.0% | +42.2% | +46.7% |
| 3Y | +290.9% | +163.1% | +127.8% | +167.1% |
| 5Y | +259.0% | +239.0% | +20.0% | +114.0% |
| All | +259.0% | +230.5% | +28.5% | +114.0% |
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