+123.4%
BTI vs CASY
+550.6%
-427.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | -0.1% | +5.0% | -5.1% | -1.2% |
| 30D | +9.6% | +8.2% | +1.4% | +7.6% |
| 3M | +8.3% | -18.2% | +26.5% | +12.9% |
| 6M | +7.5% | -18.6% | +26.1% | +11.4% |
| YTD | +12.3% | +26.8% | -14.5% | +4.2% |
| 1Y | +16.2% | +31.6% | -15.4% | +6.8% |
| 3Y | +148.0% | +156.5% | -8.5% | +88.8% |
| 5Y | +153.2% | +258.6% | -105.4% | +73.3% |
| All | +123.4% | +550.6% | -427.2% | +33.4% |
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