+135.7%
BP vs CASY
+565.2%
-429.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.1% |
| 7D | -0.8% | +5.8% | -6.6% | -1.9% |
| 30D | -3.1% | +10.7% | -13.8% | -5.2% |
| 3M | +6.2% | -13.9% | +20.0% | +9.0% |
| 6M | +4.8% | -18.4% | +23.2% | +8.4% |
| YTD | +35.2% | +29.6% | +5.5% | +25.1% |
| 1Y | +27.4% | +32.8% | -5.4% | +17.0% |
| 3Y | +49.8% | +162.3% | -112.5% | +12.3% |
| 5Y | +109.4% | +265.0% | -155.6% | +39.1% |
| 10Y | +135.7% | +555.4% | -419.7% | +37.3% |
| All | +135.7% | +565.2% | -429.5% | +37.3% |
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