+242.8%
FFIV vs CASY
+468.0%
-225.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -14.2% | +18.1% | +7.0% |
| 7D | +3.5% | -16.5% | +20.0% | +7.2% |
| 30D | -1.3% | -26.4% | +25.1% | +5.1% |
| 3M | +2.4% | -17.3% | +19.7% | +5.0% |
| 6M | +41.8% | -5.2% | +47.0% | +39.8% |
| YTD | +58.5% | +14.1% | +44.4% | +48.3% |
| 1Y | +24.3% | +16.6% | +7.7% | +15.3% |
| 3Y | +152.0% | +163.7% | -11.7% | +82.3% |
| 5Y | +99.1% | +231.3% | -132.2% | +32.9% |
| 10Y | +242.8% | +462.9% | -220.1% | +105.8% |
| All | +242.8% | +468.0% | -225.2% | +105.8% |
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