+121.7%
BP vs CASY
+568.7%
-447.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.9% | +0.1% | +3.9% | +3.9% |
| 30D | +7.6% | -11.3% | +19.0% | +10.3% |
| 3M | +0.7% | -0.6% | +1.3% | +0.3% |
| 6M | +15.5% | +10.7% | +4.8% | +11.8% |
| YTD | +30.8% | +37.1% | -6.3% | +20.3% |
| 1Y | +34.3% | +52.3% | -18.0% | +19.9% |
| 3Y | +35.1% | +215.2% | -180.1% | -3.4% |
| 5Y | +126.8% | +276.5% | -149.7% | +51.0% |
| All | +121.7% | +568.7% | -447.0% | +26.8% |
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