+41.0%
BX vs CASY
+155.2%
-114.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.2% | +3.7% |
| 7D | +3.3% | +3.6% | -0.3% | +2.6% |
| 30D | +9.6% | +7.2% | +2.4% | +8.2% |
| 3M | -8.7% | -16.9% | +8.3% | -6.0% |
| 6M | +2.2% | -19.3% | +21.5% | +5.7% |
| YTD | -16.2% | +25.6% | -41.8% | -24.4% |
| 1Y | -11.5% | +30.2% | -41.6% | -21.2% |
| 3Y | +41.0% | +154.9% | -113.9% | +4.9% |
| All | +41.0% | +155.2% | -114.2% | +4.9% |
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