+105.3%
FAST vs CASY
+250.1%
-144.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +2.1% | +1.1% | +1.0% | +1.8% |
| 30D | +6.9% | +8.7% | -1.8% | +4.9% |
| 3M | +4.8% | -17.3% | +22.2% | +8.8% |
| 6M | +19.8% | -19.7% | +39.5% | +24.6% |
| YTD | +34.9% | +24.8% | +10.1% | +24.1% |
| 1Y | +32.8% | +31.9% | +0.9% | +20.0% |
| 3Y | +93.7% | +155.4% | -61.6% | +40.5% |
| All | +105.3% | +250.1% | -144.8% | +28.3% |
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 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