-64.3%
BAX vs CASY
+261.5%
-325.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.1% |
| 7D | +0.4% | +2.5% | -2.1% | -0.1% |
| 30D | +3.4% | +10.2% | -6.8% | +1.4% |
| 3M | -4.5% | -15.7% | +11.2% | -1.5% |
| 6M | +44.0% | -18.4% | +62.4% | +48.6% |
| YTD | +34.9% | +28.3% | +6.6% | +23.3% |
| 1Y | +37.9% | +32.6% | +5.4% | +24.8% |
| 3Y | -17.1% | +159.5% | -176.6% | -37.5% |
| 5Y | -64.3% | +263.9% | -328.2% | -75.6% |
| All | -64.3% | +261.5% | -325.8% | -75.6% |
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