+99.9%
BTG vs CASY
+209.8%
-109.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.4% |
| 7D | +4.8% | -4.4% | +9.2% | +5.4% |
| 30D | +8.3% | -12.0% | +20.4% | +10.1% |
| 3M | +32.3% | -2.3% | +34.6% | +30.8% |
| 6M | +3.0% | +10.5% | -7.6% | -1.0% |
| YTD | +21.9% | +33.0% | -11.1% | +13.0% |
| 1Y | +28.2% | +41.1% | -13.0% | +17.2% |
| 3Y | +99.9% | +207.5% | -107.6% | +70.9% |
| All | +99.9% | +209.8% | -109.9% | +70.9% |
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