+537.5%
FAST vs CASY
+550.0%
-12.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | +5.0% | +2.5% | +2.5% | +4.3% |
| 30D | +8.6% | +10.2% | -1.7% | +5.4% |
| 3M | +6.9% | -15.7% | +22.6% | +11.8% |
| 6M | +29.6% | -18.4% | +48.0% | +35.5% |
| YTD | +41.4% | +28.3% | +13.1% | +26.7% |
| 1Y | +38.5% | +32.6% | +6.0% | +22.4% |
| 3Y | +98.7% | +159.5% | -60.8% | +35.0% |
| 5Y | +108.0% | +263.9% | -155.9% | +21.8% |
| All | +537.5% | +550.0% | -12.5% | +193.5% |
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