+46.7%
FE vs CASY
+154.8%
-108.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.3% |
| 7D | +0.6% | +1.8% | -1.3% | +0.4% |
| 30D | +6.4% | +11.2% | -4.8% | +5.6% |
| 3M | -0.5% | -19.1% | +18.6% | +1.0% |
| 6M | +4.7% | -19.9% | +24.6% | +6.1% |
| YTD | +8.4% | +25.2% | -16.8% | +5.0% |
| 1Y | +7.2% | +31.6% | -24.4% | +3.3% |
| All | +46.7% | +154.8% | -108.1% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling