+112.4%
BTSG vs CASY
+31.5%
+80.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +8.5% | +2.5% | +6.0% | +8.3% |
| 30D | +14.0% | +10.2% | +3.8% | +13.0% |
| 3M | +19.7% | -15.7% | +35.4% | +21.8% |
| 6M | +28.7% | -18.4% | +47.1% | +33.8% |
| YTD | +90.8% | +28.3% | +62.5% | +75.9% |
| 1Y | +112.4% | +32.6% | +79.8% | +93.8% |
| All | +112.4% | +31.5% | +80.9% | +93.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling