+153.4%
FDX vs CASY
+539.5%
-386.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +0.5% | +5.0% | -4.5% | -0.9% |
| 30D | +9.5% | +8.2% | +1.3% | +7.1% |
| 3M | -1.3% | -18.2% | +16.8% | +3.7% |
| 6M | +5.5% | -18.6% | +24.1% | +9.8% |
| YTD | +38.9% | +26.8% | +12.1% | +25.0% |
| 1Y | +58.8% | +31.6% | +27.2% | +41.0% |
| 3Y | +71.1% | +156.5% | -85.4% | +17.1% |
| 5Y | +76.3% | +258.6% | -182.3% | +3.7% |
| 10Y | +153.4% | +550.3% | -396.8% | +23.5% |
| All | +153.4% | +539.5% | -386.1% | +23.5% |
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