+548.6%
FAST vs CASY
+565.2%
-16.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.1% | +0.5% |
| 7D | +4.3% | +5.8% | -1.5% | +2.5% |
| 30D | +8.3% | +10.7% | -2.4% | +5.0% |
| 3M | +6.5% | -13.9% | +20.3% | +10.6% |
| 6M | +29.5% | -18.4% | +47.9% | +35.5% |
| YTD | +41.3% | +29.6% | +11.6% | +26.1% |
| 1Y | +37.4% | +32.8% | +4.6% | +21.4% |
| 3Y | +98.5% | +162.3% | -63.7% | +34.4% |
| 5Y | +111.1% | +265.0% | -153.9% | +23.5% |
| 10Y | +548.6% | +555.4% | -6.8% | +196.3% |
| All | +548.6% | +565.2% | -16.6% | +196.3% |
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 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