+50.3%
FANG vs CASY
+163.1%
-112.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +1.2% | -17.2% | +18.5% | +3.1% |
| 30D | +2.4% | -24.4% | +26.8% | +5.3% |
| 3M | +5.1% | -31.4% | +36.5% | +9.1% |
| 6M | +16.4% | -8.9% | +25.3% | +17.5% |
| YTD | +39.0% | +13.8% | +25.1% | +36.5% |
| 1Y | +50.6% | +17.0% | +33.7% | +47.1% |
| All | +50.3% | +163.1% | -112.9% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling