+6,763.4%
BTI vs CASY
+34,306.3%
-27,543.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | +0.1% |
| 7D | -3.0% | +5.8% | -8.9% | -3.8% |
| 30D | +9.8% | +10.7% | -0.9% | +8.2% |
| 3M | +9.2% | -13.9% | +23.0% | +11.2% |
| 6M | +4.0% | -18.4% | +22.5% | +6.3% |
| YTD | +12.7% | +29.6% | -17.0% | +7.9% |
| 1Y | +15.9% | +32.8% | -16.9% | +10.5% |
| 3Y | +148.9% | +162.3% | -13.3% | +114.4% |
| 5Y | +152.8% | +265.0% | -112.3% | +106.8% |
| 10Y | +124.2% | +555.4% | -431.1% | +68.3% |
| All | +6,763.4% | +34,306.3% | -27,543.0% | +3,175.6% |
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 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