+1,400.5%
FANG vs CASY
+1,470.1%
-69.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +1.0% |
| 7D | -1.7% | -4.4% | +2.6% | -0.5% |
| 30D | +6.8% | -12.0% | +18.8% | +10.5% |
| 3M | +1.3% | -2.3% | +3.6% | +1.1% |
| 6M | +11.8% | +10.5% | +1.3% | +7.3% |
| YTD | +35.1% | +33.0% | +2.1% | +22.6% |
| 1Y | +48.9% | +41.1% | +7.8% | +32.2% |
| 3Y | +42.8% | +207.5% | -164.7% | -3.6% |
| 5Y | +230.3% | +290.7% | -60.4% | +102.7% |
| 10Y | +167.0% | +556.5% | -389.4% | +37.2% |
| All | +1,400.5% | +1,470.1% | -69.6% | +418.0% |
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 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