+5,294.5%
CF vs CASY
+3,845.1%
+1,449.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.5% |
| 7D | +0.4% | +1.8% | -1.4% | -0.2% |
| 30D | +2.2% | +11.2% | -9.0% | -1.4% |
| 3M | +2.1% | -19.1% | +21.2% | +8.5% |
| 6M | -6.5% | -19.9% | +13.4% | -1.3% |
| YTD | +55.6% | +25.2% | +30.4% | +39.6% |
| 1Y | +42.3% | +31.6% | +10.7% | +25.2% |
| 3Y | +55.7% | +155.4% | -99.7% | +4.2% |
| 5Y | +122.4% | +251.5% | -129.1% | +29.4% |
| 10Y | +568.5% | +558.6% | +9.9% | +198.5% |
| All | +5,294.5% | +3,845.1% | +1,449.4% | +952.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling