+1,348.4%
FERG vs CASY
+2,642.2%
-1,293.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.1% |
| 3M | -0.6% | -0.6% | +0.1% | -1.0% |
| 6M | -6.5% | +10.7% | -17.2% | -8.0% |
| YTD | +4.2% | +37.1% | -32.9% | +0.2% |
| 1Y | -2.3% | +52.3% | -54.6% | -7.1% |
| 3Y | +48.5% | +215.2% | -166.7% | +31.9% |
| 5Y | +72.0% | +276.5% | -204.5% | +50.6% |
| 10Y | +369.9% | +508.4% | -138.5% | +305.0% |
| All | +1,348.4% | +2,642.2% | -1,293.8% | +1,177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling