+67.1%
FDX vs CASY
+276.6%
-209.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | +3.8% | -11.3% | +15.1% | +5.8% |
| 3M | -1.3% | -0.6% | -0.7% | -2.1% |
| 6M | +5.0% | +10.7% | -5.7% | +1.2% |
| YTD | +39.6% | +37.1% | +2.5% | +28.2% |
| 1Y | +81.1% | +52.3% | +28.8% | +61.8% |
| 3Y | +63.0% | +215.2% | -152.1% | +15.8% |
| All | +67.1% | +276.6% | -209.5% | +4.4% |
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