+24.3%
BX vs CASY
+274.3%
-250.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.6% |
| 7D | -2.0% | -4.4% | +2.4% | -0.6% |
| 30D | -2.3% | -12.0% | +9.7% | +1.6% |
| 3M | +18.5% | -2.3% | +20.9% | +16.8% |
| 6M | +23.7% | +10.5% | +13.2% | +14.7% |
| YTD | -10.4% | +33.0% | -43.4% | -23.8% |
| 1Y | -19.6% | +41.1% | -60.7% | -33.8% |
| 3Y | +30.8% | +207.5% | -176.7% | -31.5% |
| 5Y | +24.3% | +290.7% | -266.4% | -45.7% |
| All | +24.3% | +274.3% | -250.0% | -45.7% |
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