+528.6%
BTSG vs CASY
+147.4%
+381.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | +4.4% | +3.6% | +0.8% | +3.6% |
| 30D | +8.5% | +7.2% | +1.3% | +6.8% |
| 3M | +10.8% | -16.9% | +27.7% | +14.8% |
| 6M | +26.1% | -19.3% | +45.5% | +31.3% |
| YTD | +84.6% | +25.6% | +59.0% | +67.9% |
| 1Y | +108.7% | +30.2% | +78.5% | +87.4% |
| All | +528.6% | +147.4% | +381.2% | +401.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling