+13.3%
BR vs CASY
+154.1%
-140.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +6.5% | +1.1% | +5.4% | +6.4% |
| 30D | +18.9% | +8.7% | +10.2% | +17.9% |
| 3M | +16.3% | -17.3% | +33.6% | +18.1% |
| 6M | +26.2% | -19.7% | +45.9% | +28.8% |
| YTD | -13.1% | +24.8% | -37.9% | -19.1% |
| 1Y | -10.5% | +31.9% | -42.4% | -17.8% |
| 3Y | +13.3% | +155.4% | -142.0% | -7.2% |
| All | +13.3% | +154.1% | -140.7% | -7.2% |
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