-23.8%
FDS vs CASY
+154.1%
-177.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.7% |
| 7D | -0.5% | +1.1% | -1.6% | -0.6% |
| 30D | +20.2% | +8.7% | +11.5% | +19.1% |
| 3M | +19.9% | -17.3% | +37.2% | +21.7% |
| 6M | +56.2% | -19.7% | +75.9% | +59.0% |
| YTD | +14.6% | +24.8% | -10.3% | +7.3% |
| 1Y | +31.6% | +31.9% | -0.3% | +21.9% |
| 3Y | -23.8% | +155.4% | -179.2% | -34.9% |
| All | -23.8% | +154.1% | -177.9% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling