+78.3%
FDS vs CASY
+549.1%
-470.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -3.5% |
| 7D | -5.4% | -4.4% | -1.0% | -4.3% |
| 30D | +1.6% | -12.0% | +13.6% | +4.9% |
| 3M | +17.7% | -2.3% | +20.1% | +17.2% |
| 6M | +29.1% | +10.5% | +18.5% | +22.6% |
| YTD | +1.0% | +33.0% | -32.1% | -9.7% |
| 1Y | -21.6% | +41.1% | -62.8% | -31.2% |
| 3Y | -30.1% | +207.5% | -237.6% | -53.6% |
| 5Y | -20.7% | +290.7% | -311.5% | -52.3% |
| 10Y | +78.3% | +556.5% | -478.2% | -10.5% |
| All | +78.3% | +549.1% | -470.8% | -10.5% |
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