+468.7%
BTSG vs CASY
+162.0%
+306.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +6.0% | +3.7% |
| 7D | +5.7% | -4.4% | +10.1% | +6.7% |
| 30D | +0.2% | -12.0% | +12.3% | +3.0% |
| 3M | +5.6% | -2.3% | +8.0% | +4.8% |
| 6M | +50.8% | +10.5% | +40.3% | +43.9% |
| YTD | +67.0% | +33.0% | +34.0% | +50.6% |
| 1Y | +145.5% | +41.1% | +104.4% | +116.6% |
| All | +468.7% | +162.0% | +306.8% | +350.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling