+539.5%
FICO vs CASY
+565.2%
-25.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -1.0% |
| 7D | +4.0% | +5.8% | -1.9% | +1.9% |
| 30D | -1.5% | +10.7% | -12.2% | -5.1% |
| 3M | -29.8% | -13.9% | -15.9% | -26.7% |
| 6M | -33.3% | -18.4% | -14.8% | -29.8% |
| YTD | -56.9% | +29.6% | -86.5% | -62.9% |
| 1Y | -59.5% | +32.8% | -92.3% | -65.5% |
| 3Y | -26.9% | +162.3% | -189.1% | -54.3% |
| 5Y | +92.9% | +265.0% | -172.1% | +3.0% |
| 10Y | +539.5% | +555.4% | -15.9% | +168.4% |
| All | +539.5% | +565.2% | -25.7% | +168.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling