+547.4%
BTSG vs CASY
+154.6%
+392.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +6.0% | +3.6% | +2.5% | +5.3% |
| 30D | +12.4% | +9.1% | +3.4% | +10.4% |
| 3M | +18.2% | -16.5% | +34.7% | +22.5% |
| 6M | +26.0% | -19.7% | +45.7% | +31.8% |
| YTD | +90.1% | +29.3% | +60.9% | +71.9% |
| 1Y | +124.3% | +33.1% | +91.2% | +100.7% |
| All | +547.4% | +154.6% | +392.8% | +414.0% |
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