-35.6%
BAX vs CASY
+539.5%
-575.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +3.6% | +5.0% | -1.3% | +2.5% |
| 30D | +8.5% | +8.2% | +0.3% | +6.4% |
| 3M | -4.9% | -18.2% | +13.3% | -0.7% |
| 6M | +47.0% | -18.6% | +65.6% | +52.2% |
| YTD | +38.4% | +26.8% | +11.6% | +26.7% |
| 1Y | +49.1% | +31.6% | +17.5% | +34.9% |
| 3Y | -14.9% | +156.5% | -171.4% | -36.7% |
| 5Y | -63.1% | +258.6% | -321.7% | -75.3% |
| 10Y | -35.6% | +550.3% | -585.9% | -62.5% |
| All | -35.6% | +539.5% | -575.1% | -62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling