+510.5%
BTSG vs CASY
+145.8%
+364.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.0% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | +5.3% | +8.7% | -3.4% | +3.3% |
| 3M | +10.8% | -17.3% | +28.1% | +14.9% |
| 6M | +27.3% | -19.7% | +47.1% | +32.6% |
| YTD | +79.3% | +24.8% | +54.5% | +63.2% |
| 1Y | +106.0% | +31.9% | +74.1% | +84.1% |
| All | +510.5% | +145.8% | +364.6% | +388.0% |
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 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