-24.2%
FDS vs CASY
+266.7%
-290.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +1.5% | +3.6% | -2.1% | +0.8% |
| 30D | +14.8% | +9.1% | +5.8% | +13.0% |
| 3M | +16.3% | -16.5% | +32.8% | +19.6% |
| 6M | +66.2% | -19.7% | +85.9% | +71.9% |
| YTD | +16.2% | +29.3% | -13.0% | +6.1% |
| 1Y | +21.8% | +33.1% | -11.3% | +10.3% |
| 3Y | -23.9% | +158.5% | -182.4% | -43.4% |
| All | -24.2% | +266.7% | -290.8% | -51.8% |
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