+61.5%
CF vs CASY
+154.1%
-92.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -3.2% | +1.1% | -4.3% | -3.2% |
| 30D | +4.3% | +8.7% | -4.4% | +3.9% |
| 3M | +2.8% | -17.3% | +20.1% | +3.8% |
| 6M | +0.6% | -19.7% | +20.3% | +1.5% |
| YTD | +56.6% | +24.8% | +31.8% | +53.8% |
| 1Y | +49.6% | +31.9% | +17.7% | +46.1% |
| 3Y | +61.5% | +155.4% | -93.9% | +43.0% |
| All | +61.5% | +154.1% | -92.6% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling