+18.4%
BTDR vs CASY
+163.7%
-145.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -14.2% | +11.6% | +1.5% |
| 7D | +14.8% | -16.5% | +31.3% | +20.7% |
| 30D | +41.8% | -26.4% | +68.2% | +54.6% |
| 3M | -29.2% | -17.3% | -11.9% | -28.8% |
| 6M | +66.2% | -5.2% | +71.4% | +52.6% |
| YTD | +10.0% | +14.1% | -4.1% | -9.4% |
| 1Y | -11.0% | +16.6% | -27.6% | -28.0% |
| All | +18.4% | +163.7% | -145.3% | -26.2% |
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