+76.3%
FDX vs CASY
+265.4%
-189.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.3% | +0.6% |
| 7D | -2.1% | +5.8% | -7.9% | -3.0% |
| 30D | +10.4% | +10.7% | -0.3% | +8.6% |
| 3M | +0.5% | -13.9% | +14.3% | +2.6% |
| 6M | +6.5% | -18.4% | +24.9% | +9.6% |
| YTD | +40.2% | +29.6% | +10.6% | +29.6% |
| 1Y | +52.1% | +32.8% | +19.3% | +39.6% |
| 3Y | +72.8% | +162.3% | -89.4% | +29.7% |
| 5Y | +76.3% | +265.0% | -188.7% | +11.2% |
| All | +76.3% | +265.4% | -189.1% | +11.2% |
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