+1,315.8%
BR vs CASY
+3,140.8%
-1,825.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.8% |
| 7D | +4.4% | +3.6% | +0.8% | +3.4% |
| 30D | +16.3% | +7.2% | +9.1% | +14.0% |
| 3M | +16.2% | -16.9% | +33.2% | +21.5% |
| 6M | +30.3% | -19.3% | +49.7% | +35.7% |
| YTD | -12.2% | +25.6% | -37.9% | -20.2% |
| 1Y | -11.3% | +30.2% | -41.4% | -20.3% |
| 3Y | +15.2% | +154.9% | -139.6% | -16.9% |
| 5Y | +18.0% | +252.1% | -234.1% | -23.7% |
| 10Y | +268.7% | +535.8% | -267.2% | +92.0% |
| All | +1,315.8% | +3,140.8% | -1,825.0% | +307.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling