+113.6%
BTI vs CASY
+274.3%
-160.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.2% |
| 7D | -1.4% | -4.4% | +3.0% | -0.6% |
| 30D | -7.0% | -12.0% | +5.0% | -5.0% |
| 3M | -6.3% | -2.3% | -4.0% | -6.7% |
| 6M | -2.0% | +10.5% | -12.5% | -4.9% |
| YTD | +0.2% | +33.0% | -32.8% | -6.3% |
| 1Y | +3.8% | +41.1% | -37.3% | -4.3% |
| 3Y | +112.1% | +207.5% | -95.4% | +62.1% |
| 5Y | +113.6% | +290.7% | -177.1% | +48.6% |
| All | +113.6% | +274.3% | -160.7% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling