+71.5%
FERG vs CASY
+276.6%
-205.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.6% |
| 3M | -0.6% | -0.6% | +0.1% | -1.7% |
| 6M | -6.5% | +10.7% | -17.2% | -10.8% |
| YTD | +4.2% | +37.1% | -32.9% | -6.8% |
| 1Y | -2.3% | +52.3% | -54.6% | -15.7% |
| 3Y | +48.5% | +215.2% | -166.7% | -0.7% |
| All | +71.5% | +276.6% | -205.1% | +7.1% |
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 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