+4,202.7%
FFIV vs CASY
+6,415.4%
-2,212.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | 0.0% |
| 7D | -2.9% | +5.8% | -8.8% | -5.0% |
| 30D | -32.4% | +10.7% | -43.1% | -34.8% |
| 3M | -22.7% | -13.9% | -8.8% | -19.3% |
| 6M | -10.7% | -18.4% | +7.8% | -6.4% |
| YTD | +25.4% | +29.6% | -4.3% | +9.2% |
| 1Y | +34.2% | +32.8% | +1.4% | +15.5% |
| 3Y | +101.2% | +162.3% | -61.1% | +28.9% |
| 5Y | +42.0% | +265.0% | -223.1% | -22.0% |
| 10Y | +126.7% | +555.4% | -428.6% | -8.2% |
| All | +4,202.7% | +6,415.4% | -2,212.7% | +468.8% |
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