+138.4%
BTG vs CASY
+453.5%
-315.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.6% |
| 7D | -3.8% | -18.6% | +14.8% | -1.9% |
| 30D | +3.6% | -26.6% | +30.3% | +6.8% |
| 3M | +32.0% | -32.8% | +64.8% | +37.2% |
| 6M | +3.4% | -10.0% | +13.4% | +3.3% |
| YTD | +20.8% | +11.6% | +9.2% | +17.6% |
| 1Y | +22.4% | +11.5% | +10.9% | +19.1% |
| 3Y | +91.7% | +160.7% | -69.0% | +70.9% |
| 5Y | +79.0% | +232.4% | -153.4% | +56.5% |
| All | +138.4% | +453.5% | -315.1% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling