+424.2%
FERG vs CASY
+555.0%
-130.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +9.7% | +3.6% | +6.2% | +9.2% |
| 30D | +15.0% | +9.1% | +6.0% | +13.5% |
| 3M | +3.8% | -16.5% | +20.3% | +6.4% |
| 6M | +10.6% | -19.7% | +30.3% | +13.7% |
| YTD | +17.0% | +29.3% | -12.3% | +10.5% |
| 1Y | +7.1% | +33.1% | -26.0% | +0.6% |
| 3Y | +67.7% | +158.5% | -90.8% | +40.6% |
| 5Y | +76.4% | +266.7% | -190.3% | +40.8% |
| All | +424.2% | +555.0% | -130.8% | +309.0% |
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