+23.8%
BTDR vs CASY
+296.1%
-272.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.3% | +4.0% |
| 7D | +20.0% | +0.1% | +19.9% | +19.9% |
| 30D | +11.9% | -11.3% | +23.3% | +14.1% |
| 3M | -36.9% | -0.6% | -36.3% | -38.5% |
| 6M | +56.5% | +10.7% | +45.8% | +46.7% |
| YTD | +10.4% | +37.1% | -26.7% | -3.1% |
| 1Y | +3.1% | +52.3% | -49.2% | -12.3% |
| 3Y | -2.6% | +215.2% | -217.8% | -20.5% |
| 5Y | +25.2% | +276.5% | -251.3% | +3.2% |
| All | +23.8% | +296.1% | -272.3% | +2.5% |
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