-17.4%
BAX vs CASY
+162.5%
-179.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | -0.6% | +5.8% | -6.4% | -1.5% |
| 30D | +6.3% | +10.7% | -4.4% | +4.5% |
| 3M | -4.6% | -13.9% | +9.3% | -2.4% |
| 6M | +50.4% | -18.4% | +68.8% | +55.0% |
| YTD | +38.0% | +29.6% | +8.4% | +25.7% |
| 1Y | +44.6% | +32.8% | +11.8% | +30.7% |
| All | -17.4% | +162.5% | -179.9% | -37.7% |
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 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