+136.2%
BTSG vs CASY
+22.7%
+113.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.2% | +13.3% | +0.4% |
| 7D | +2.9% | -16.5% | +19.4% | +4.5% |
| 30D | +0.9% | -26.4% | +27.3% | +3.7% |
| 3M | +1.6% | -17.3% | +18.9% | +2.7% |
| 6M | +46.8% | -5.2% | +52.0% | +44.2% |
| YTD | +65.5% | +14.1% | +51.4% | +59.2% |
| 1Y | +136.2% | +16.6% | +119.6% | +124.4% |
| All | +136.2% | +22.7% | +113.5% | +124.4% |
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 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