+34.8%
CF vs CASY
+32.1%
+2.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.4% |
| 7D | -6.9% | +0.8% | -7.7% | -6.9% |
| 30D | -3.7% | +9.4% | -13.2% | -3.7% |
| 3M | -5.0% | -20.6% | +15.6% | -4.5% |
| 6M | -10.5% | -20.7% | +10.3% | -11.8% |
| YTD | +46.5% | +22.5% | +24.0% | +50.1% |
| 1Y | +34.8% | +29.5% | +5.3% | +35.9% |
| All | +34.8% | +32.1% | +2.7% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling