+181.9%
FANG vs CASY
+453.5%
-271.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | +2.9% | -18.6% | +21.5% | +8.1% |
| 30D | +2.6% | -26.6% | +29.3% | +10.8% |
| 3M | +7.6% | -32.8% | +40.4% | +18.8% |
| 6M | +17.3% | -10.0% | +27.3% | +18.6% |
| YTD | +38.7% | +11.6% | +27.1% | +31.3% |
| 1Y | +51.6% | +11.5% | +40.2% | +43.2% |
| 3Y | +50.0% | +160.7% | -110.7% | +4.8% |
| 5Y | +237.6% | +232.4% | +5.1% | +112.9% |
| All | +181.9% | +453.5% | -271.6% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling