+25.1%
BX vs CASY
+163.7%
-138.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.2% | +10.6% | -1.1% |
| 7D | -5.7% | -16.5% | +10.9% | -2.7% |
| 30D | -8.9% | -26.4% | +17.5% | -4.1% |
| 3M | +8.4% | -17.3% | +25.7% | +10.5% |
| 6M | +18.9% | -5.2% | +24.1% | +16.1% |
| YTD | -13.6% | +14.1% | -27.7% | -20.4% |
| 1Y | -22.4% | +16.6% | -39.1% | -29.2% |
| All | +25.1% | +163.7% | -138.6% | -6.0% |
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 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