+870.1%
BX vs CASY
+2,922.4%
-2,052.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | +3.7% | +5.0% | -1.3% | +1.7% |
| 30D | +8.2% | +8.2% | +0.1% | +4.8% |
| 3M | -12.7% | -18.2% | +5.5% | -6.4% |
| 6M | +1.0% | -18.6% | +19.6% | +6.4% |
| YTD | -17.2% | +26.8% | -44.0% | -28.3% |
| 1Y | -11.6% | +31.6% | -43.2% | -24.8% |
| 3Y | +36.8% | +156.5% | -119.8% | -15.2% |
| 5Y | +4.8% | +258.6% | -253.8% | -44.3% |
| 10Y | +672.8% | +550.3% | +122.5% | +204.8% |
| All | +870.1% | +2,922.4% | -2,052.4% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling