Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FANG vs CASY✓SelectedUSD · CASYFANG vs CASY performance historyLatest closeAs of+1.36%09/10
Stock and ETF performance explorer

FANG vs CASY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+238.2%
CASY return
+230.5%
Excess return
+7.7%
Maximum drawdown
-42.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
1D+1.4%-0.2%+1.6%+1.4%
7D+1.2%-17.2%+18.5%+4.0%
30D+2.4%-24.4%+26.8%+6.8%
3M+5.1%-31.4%+36.5%+11.2%
6M+16.4%-8.9%+25.3%+17.3%
YTD+39.0%+13.8%+25.1%+34.1%
1Y+50.6%+17.0%+33.7%+44.2%
3Y+46.9%+163.1%-116.2%+14.8%
5Y+238.2%+239.0%-0.7%+148.0%
All+238.2%+230.5%+7.7%+148.0%

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