+117.8%
FFIV vs CASY
+555.0%
-437.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -2.8% |
| 7D | -0.5% | +3.6% | -4.1% | -1.3% |
| 30D | -32.4% | +9.1% | -41.4% | -33.6% |
| 3M | -25.7% | -16.5% | -9.2% | -22.9% |
| 6M | -13.5% | -19.7% | +6.2% | -10.1% |
| YTD | +21.1% | +29.3% | -8.2% | +10.1% |
| 1Y | +29.4% | +33.1% | -3.7% | +16.5% |
| 3Y | +94.9% | +158.5% | -63.6% | +42.7% |
| 5Y | +34.7% | +266.7% | -232.0% | -12.5% |
| All | +117.8% | +555.0% | -437.2% | +25.3% |
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