+1.1%
BX vs CASY
+253.8%
-252.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.2% | +3.6% |
| 7D | +3.3% | +3.6% | -0.3% | +2.1% |
| 30D | +9.6% | +7.2% | +2.4% | +7.1% |
| 3M | -8.7% | -16.9% | +8.3% | -3.7% |
| 6M | +2.2% | -19.3% | +21.5% | +7.7% |
| YTD | -16.2% | +25.6% | -41.8% | -27.8% |
| 1Y | -11.5% | +30.2% | -41.6% | -25.2% |
| 3Y | +41.0% | +154.9% | -113.9% | -18.6% |
| 5Y | +1.1% | +252.1% | -251.0% | -55.0% |
| All | +1.1% | +253.8% | -252.7% | -55.0% |
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