+130.2%
BP vs CASY
+553.2%
-422.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -11.6% | +1.1% | -12.7% | -11.8% |
| 30D | 0.0% | +8.7% | -8.6% | -1.7% |
| 3M | +6.7% | -17.3% | +24.1% | +10.5% |
| 6M | +2.2% | -19.7% | +21.9% | +5.9% |
| YTD | +33.0% | +24.8% | +8.2% | +24.0% |
| 1Y | +30.7% | +31.9% | -1.2% | +20.1% |
| 3Y | +44.2% | +155.4% | -111.2% | +8.7% |
| 5Y | +105.1% | +250.6% | -145.4% | +37.7% |
| All | +130.2% | +553.2% | -422.9% | +37.4% |
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