+575.3%
FAST vs CASY
+553.2%
+22.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +2.1% | +1.1% | +1.0% | +1.7% |
| 30D | +6.9% | +8.7% | -1.8% | +4.2% |
| 3M | +4.8% | -17.3% | +22.2% | +10.2% |
| 6M | +19.8% | -19.7% | +39.5% | +25.7% |
| YTD | +34.9% | +24.8% | +10.1% | +21.8% |
| 1Y | +32.8% | +31.9% | +0.9% | +17.4% |
| 3Y | +93.7% | +155.4% | -61.6% | +32.2% |
| 5Y | +105.3% | +250.6% | -145.3% | +21.8% |
| All | +575.3% | +553.2% | +22.2% | +219.8% |
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