+4,091.5%
FFIV vs CASY
+6,191.1%
-2,099.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.6% | -6.3% |
| 7D | -14.2% | +1.8% | -16.1% | -14.9% |
| 30D | -33.6% | +11.2% | -44.8% | -36.1% |
| 3M | -24.2% | -19.1% | -5.1% | -19.0% |
| 6M | -8.3% | -19.9% | +11.6% | -3.3% |
| YTD | +22.1% | +25.2% | -3.0% | +7.8% |
| 1Y | +26.5% | +31.6% | -5.1% | +9.1% |
| 3Y | +102.3% | +155.4% | -53.1% | +30.8% |
| 5Y | +40.6% | +251.5% | -210.9% | -21.6% |
| 10Y | +129.7% | +558.6% | -429.0% | -7.4% |
| All | +4,091.5% | +6,191.1% | -2,099.7% | +461.3% |
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 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