+238.2%
FANG vs CASY
+230.5%
+7.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 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