+9,545.4%
FDS vs CASY
+8,859.8%
+685.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | -0.5% | +1.1% | -1.6% | -0.8% |
| 30D | +20.2% | +8.7% | +11.5% | +17.7% |
| 3M | +19.9% | -17.3% | +37.2% | +25.0% |
| 6M | +56.2% | -19.7% | +75.9% | +62.5% |
| YTD | +14.6% | +24.8% | -10.3% | +5.9% |
| 1Y | +31.6% | +31.9% | -0.3% | +19.8% |
| 3Y | -23.8% | +155.4% | -179.2% | -42.5% |
| 5Y | -22.6% | +250.6% | -273.1% | -46.7% |
| 10Y | +139.3% | +556.8% | -417.5% | +36.8% |
| All | +9,545.4% | +8,859.8% | +685.6% | +2,847.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling