+74,290.4%
FAST vs CASY
+33,122.1%
+41,168.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.2% |
| 7D | +0.7% | +1.8% | -1.2% | +0.1% |
| 30D | +4.6% | +11.2% | -6.5% | +1.5% |
| 3M | +6.4% | -19.1% | +25.4% | +11.9% |
| 6M | +20.6% | -19.9% | +40.5% | +25.9% |
| YTD | +34.7% | +25.2% | +9.5% | +23.9% |
| 1Y | +29.7% | +31.6% | -2.0% | +17.4% |
| 3Y | +89.9% | +155.4% | -65.5% | +40.2% |
| 5Y | +105.0% | +251.5% | -146.6% | +36.8% |
| 10Y | +594.2% | +558.6% | +35.5% | +279.2% |
| All | +74,290.4% | +33,122.1% | +41,168.3% | +13,625.2% |
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