+122.4%
CF vs CASY
+254.0%
-131.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.9% |
| 7D | +0.4% | +1.8% | -1.4% | +0.2% |
| 30D | +2.2% | +11.2% | -9.0% | +0.9% |
| 3M | +2.1% | -19.1% | +21.2% | +4.6% |
| 6M | -6.5% | -19.9% | +13.4% | -4.3% |
| YTD | +55.6% | +25.2% | +30.4% | +48.5% |
| 1Y | +42.3% | +31.6% | +10.7% | +34.6% |
| 3Y | +55.7% | +155.4% | -99.7% | +26.2% |
| 5Y | +122.4% | +251.5% | -129.1% | +67.6% |
| All | +122.4% | +254.0% | -131.6% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling