+1,320.3%
BR vs CASY
+3,170.5%
-1,850.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +5.0% | +5.0% | 0.0% | +3.6% |
| 30D | +16.6% | +8.2% | +8.4% | +14.1% |
| 3M | +12.0% | -18.2% | +30.1% | +17.5% |
| 6M | +30.7% | -18.6% | +49.3% | +35.8% |
| YTD | -11.9% | +26.8% | -38.7% | -20.1% |
| 1Y | -11.6% | +31.6% | -43.2% | -20.8% |
| 3Y | +15.0% | +156.5% | -141.5% | -17.2% |
| 5Y | +18.1% | +258.6% | -240.5% | -24.1% |
| 10Y | +278.6% | +550.3% | -271.6% | +95.9% |
| All | +1,320.3% | +3,170.5% | -1,850.2% | +307.7% |
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