+4,981.1%
CF vs CASY
+3,761.1%
+1,220.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.9% |
| 7D | -6.9% | +0.8% | -7.7% | -7.1% |
| 30D | -3.7% | +9.4% | -13.2% | -6.7% |
| 3M | -5.0% | -20.6% | +15.6% | +1.5% |
| 6M | -10.5% | -20.7% | +10.3% | -5.2% |
| YTD | +46.5% | +22.5% | +24.0% | +32.3% |
| 1Y | +34.8% | +29.5% | +5.3% | +19.2% |
| 3Y | +46.7% | +150.0% | -103.3% | -1.2% |
| 5Y | +112.0% | +248.6% | -136.6% | +23.5% |
| 10Y | +529.7% | +544.6% | -14.9% | +183.1% |
| All | +4,981.1% | +3,761.1% | +1,220.0% | +898.2% |
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 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