+32.0%
FFIV vs CASY
+30.1%
+1.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.6% | +2.3% |
| 7D | -2.1% | +3.6% | -5.7% | -1.9% |
| 30D | -33.8% | +7.2% | -41.0% | -33.2% |
| 3M | -20.6% | -16.9% | -3.7% | -21.0% |
| 6M | -10.2% | -19.3% | +9.1% | -9.9% |
| YTD | +24.5% | +25.6% | -1.2% | +20.8% |
| All | +32.0% | +30.1% | +1.9% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling