+5,150.0%
FFIV vs CASY
+6,791.8%
-1,641.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.0% | +0.1% | -1.0% | -1.0% |
| 30D | -5.1% | -11.3% | +6.3% | -1.0% |
| 3M | -4.5% | -0.6% | -3.8% | -6.1% |
| 6M | +36.5% | +10.7% | +25.8% | +27.9% |
| YTD | +53.0% | +37.1% | +15.8% | +31.7% |
| 1Y | +24.2% | +52.3% | -28.1% | +2.2% |
| 3Y | +137.2% | +215.2% | -78.0% | +42.1% |
| 5Y | +91.8% | +276.5% | -184.7% | +5.0% |
| 10Y | +215.2% | +508.4% | -293.2% | +32.9% |
| All | +5,150.0% | +6,791.8% | -1,641.8% | +586.0% |
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 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