+668.7%
BX vs CASY
+468.0%
+200.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.2% | +10.6% | +1.5% |
| 7D | -5.7% | -16.5% | +10.9% | +0.4% |
| 30D | -8.9% | -26.4% | +17.5% | +1.3% |
| 3M | +8.4% | -17.3% | +25.7% | +13.3% |
| 6M | +18.9% | -5.2% | +24.1% | +16.6% |
| YTD | -13.6% | +14.1% | -27.7% | -22.0% |
| 1Y | -22.4% | +16.6% | -39.1% | -30.9% |
| 3Y | +26.0% | +163.7% | -137.7% | -24.4% |
| 5Y | +18.8% | +231.3% | -212.5% | -36.2% |
| 10Y | +668.7% | +462.9% | +205.9% | +240.2% |
| All | +668.7% | +468.0% | +200.7% | +240.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling