+126.6%
FFIV vs CASY
+551.3%
-424.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.6% | +2.1% |
| 7D | -2.1% | +3.6% | -5.7% | -2.9% |
| 30D | -33.8% | +7.2% | -41.0% | -34.7% |
| 3M | -20.6% | -16.9% | -3.7% | -17.6% |
| 6M | -10.2% | -19.3% | +9.1% | -7.0% |
| YTD | +24.5% | +25.6% | -1.2% | +13.9% |
| 1Y | +29.3% | +30.2% | -0.8% | +16.9% |
| 3Y | +103.8% | +154.9% | -51.1% | +49.5% |
| 5Y | +40.9% | +252.1% | -211.3% | -7.6% |
| 10Y | +126.6% | +535.8% | -409.2% | +30.4% |
| All | +126.6% | +551.3% | -424.7% | +30.4% |
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