-63.9%
BAX vs CASY
+250.1%
-314.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +12.1% | +1.1% | +11.0% | +11.9% |
| 30D | +7.6% | +8.7% | -1.1% | +5.8% |
| 3M | -4.5% | -17.3% | +12.8% | -1.2% |
| 6M | +52.0% | -19.7% | +71.8% | +57.2% |
| YTD | +35.1% | +24.8% | +10.3% | +24.2% |
| 1Y | +43.7% | +31.9% | +11.8% | +30.0% |
| 3Y | -20.9% | +155.4% | -176.3% | -40.2% |
| All | -63.9% | +250.1% | -314.0% | -75.2% |
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