+430.3%
FERG vs CASY
+539.5%
-109.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +7.2% | +5.0% | +2.2% | +6.4% |
| 30D | +17.9% | +8.2% | +9.7% | +16.4% |
| 3M | -1.3% | -18.2% | +16.9% | +1.5% |
| 6M | +8.3% | -18.6% | +26.9% | +11.0% |
| YTD | +18.3% | +26.8% | -8.5% | +12.1% |
| 1Y | +4.7% | +31.6% | -26.9% | -1.5% |
| 3Y | +70.3% | +156.5% | -86.2% | +43.0% |
| 5Y | +84.6% | +258.6% | -174.0% | +47.9% |
| 10Y | +430.3% | +550.3% | -119.9% | +311.2% |
| All | +430.3% | +539.5% | -109.2% | +311.2% |
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 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