-2.1%
BR vs CASY
+220.7%
-222.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | +6.4% | -11.3% | +17.8% | +7.6% |
| 3M | +13.6% | -0.6% | +14.3% | +13.1% |
| 6M | -6.7% | +10.7% | -17.4% | -9.5% |
| YTD | -21.1% | +37.1% | -58.2% | -26.8% |
| 1Y | -29.6% | +52.3% | -81.9% | -36.2% |
| All | -2.1% | +220.7% | -222.8% | -20.2% |
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