+56.9%
FERG vs CASY
+220.7%
-163.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -10.2% | -11.3% | +1.2% | -8.2% |
| 3M | -0.6% | -0.6% | +0.1% | -1.5% |
| 6M | -6.5% | +10.7% | -17.2% | -10.2% |
| YTD | +4.2% | +37.1% | -32.9% | -5.4% |
| 1Y | -2.3% | +52.3% | -54.6% | -14.0% |
| All | +56.9% | +220.7% | -163.8% | +21.0% |
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 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