+127.7%
BP vs CASY
+551.3%
-423.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | -6.9% | +3.6% | -10.5% | -7.6% |
| 30D | -3.6% | +7.2% | -10.8% | -5.0% |
| 3M | +8.4% | -16.9% | +25.4% | +12.1% |
| 6M | +5.3% | -19.3% | +24.7% | +9.1% |
| YTD | +33.2% | +25.6% | +7.5% | +24.0% |
| 1Y | +28.2% | +30.2% | -2.0% | +18.2% |
| 3Y | +49.2% | +154.9% | -105.6% | +12.6% |
| 5Y | +102.9% | +252.1% | -149.3% | +36.0% |
| 10Y | +127.7% | +535.8% | -408.2% | +33.6% |
| All | +127.7% | +551.3% | -423.6% | +33.6% |
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