+471.5%
CF vs CASY
+555.0%
-83.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.1% |
| 7D | +4.8% | +3.6% | +1.2% | +3.7% |
| 30D | +4.7% | +9.1% | -4.3% | +2.1% |
| 3M | +7.4% | -16.5% | +23.9% | +12.3% |
| 6M | +0.6% | -19.7% | +20.3% | +5.8% |
| YTD | +64.1% | +29.3% | +34.8% | +46.9% |
| 1Y | +51.4% | +33.1% | +18.3% | +33.9% |
| 3Y | +67.8% | +158.5% | -90.7% | +12.3% |
| 5Y | +114.1% | +266.7% | -152.6% | +21.1% |
| All | +471.5% | +555.0% | -83.6% | +140.2% |
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