-16.7%
FDS vs CASY
+276.6%
-293.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.5% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +9.0% | -11.3% | +20.4% | +11.2% |
| 3M | +18.9% | -0.6% | +19.5% | +18.2% |
| 6M | +35.1% | +10.7% | +24.4% | +29.8% |
| YTD | +5.5% | +37.1% | -31.6% | -4.1% |
| 1Y | -16.8% | +52.3% | -69.1% | -26.4% |
| 3Y | -28.1% | +215.2% | -243.3% | -48.7% |
| All | -16.7% | +276.6% | -293.3% | -46.2% |
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 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