+487.0%
CF vs CASY
+551.3%
-64.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.3% |
| 7D | -0.9% | +3.6% | -4.5% | -1.8% |
| 30D | +6.9% | +7.2% | -0.3% | +4.8% |
| 3M | +4.8% | -16.9% | +21.8% | +9.8% |
| 6M | +4.7% | -19.3% | +24.0% | +9.8% |
| YTD | +56.5% | +25.6% | +30.8% | +41.2% |
| 1Y | +48.4% | +30.2% | +18.3% | +32.0% |
| 3Y | +59.1% | +154.9% | -95.7% | +6.7% |
| 5Y | +109.5% | +252.1% | -142.6% | +20.2% |
| 10Y | +487.0% | +535.8% | -48.9% | +156.2% |
| All | +487.0% | +551.3% | -64.4% | +156.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling