+126.0%
FDS vs CASY
+539.5%
-413.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -2.0% | +5.0% | -7.0% | -3.2% |
| 30D | +13.5% | +8.2% | +5.3% | +11.1% |
| 3M | +15.2% | -18.2% | +33.3% | +20.7% |
| 6M | +47.0% | -18.6% | +65.6% | +53.0% |
| YTD | +13.9% | +26.8% | -12.9% | +2.9% |
| 1Y | +25.2% | +31.6% | -6.4% | +11.7% |
| 3Y | -25.3% | +156.5% | -181.9% | -47.4% |
| 5Y | -23.3% | +258.6% | -281.9% | -52.7% |
| 10Y | +126.0% | +550.3% | -424.2% | +14.9% |
| All | +126.0% | +539.5% | -413.5% | +14.9% |
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