+220.7%
CF vs CASY
+276.6%
-55.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | +14.8% | -11.3% | +26.2% | +16.8% |
| 3M | +14.1% | -0.6% | +14.7% | +14.0% |
| 6M | +28.5% | +10.7% | +17.8% | +26.0% |
| YTD | +74.9% | +37.1% | +37.8% | +65.0% |
| 1Y | +61.7% | +52.3% | +9.4% | +49.4% |
| 3Y | +80.3% | +215.2% | -134.9% | +38.0% |
| All | +220.7% | +276.6% | -55.9% | +143.4% |
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