+295.4%
CASY vs FGI
-74.8%
+370.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -25.2% | +25.9% | +1.1% |
| 7D | +3.6% | -14.4% | +18.0% | +3.7% |
| 30D | +9.1% | -11.8% | +20.8% | +9.1% |
| 3M | -16.5% | -46.2% | +29.7% | -16.0% |
| 6M | -19.7% | +5.2% | -24.9% | -20.6% |
| YTD | +29.3% | +10.5% | +18.7% | +27.0% |
| 1Y | +33.1% | +25.5% | +7.6% | +30.4% |
| 3Y | +158.5% | -16.0% | +174.5% | +152.5% |
| All | +295.4% | -74.8% | +370.2% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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