+4,079.4%
FFIV vs CASY
+6,173.9%
-2,094.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -8.1% | +1.1% | -9.2% | -8.5% |
| 30D | -33.4% | +8.7% | -42.1% | -35.3% |
| 3M | -24.7% | -17.3% | -7.4% | -20.3% |
| 6M | -8.8% | -19.7% | +10.9% | -4.0% |
| YTD | +21.8% | +24.8% | -3.1% | +7.5% |
| 1Y | +25.3% | +31.9% | -6.6% | +8.0% |
| 3Y | +101.2% | +155.4% | -54.2% | +30.1% |
| 5Y | +40.2% | +250.6% | -210.4% | -21.8% |
| 10Y | +129.0% | +556.8% | -427.8% | -7.5% |
| All | +4,079.4% | +6,173.9% | -2,094.5% | +460.2% |
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