+47.2%
BP vs CASY
+162.5%
-115.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.4% |
| 7D | -0.8% | +5.8% | -6.6% | -1.1% |
| 30D | -3.1% | +10.7% | -13.8% | -3.7% |
| 3M | +6.2% | -13.9% | +20.0% | +6.9% |
| 6M | +4.8% | -18.4% | +23.2% | +5.7% |
| YTD | +35.2% | +29.6% | +5.5% | +33.2% |
| 1Y | +27.4% | +32.8% | -5.4% | +25.3% |
| All | +47.2% | +162.5% | -115.4% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling