+531.6%
FICO vs CASY
+551.3%
-19.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.1% | +2.5% |
| 7D | -0.1% | +3.6% | -3.6% | -1.3% |
| 30D | +8.4% | +7.2% | +1.2% | +5.7% |
| 3M | -30.5% | -16.9% | -13.6% | -26.6% |
| 6M | -35.7% | -19.3% | -16.4% | -32.2% |
| YTD | -57.2% | +25.6% | -82.8% | -62.8% |
| 1Y | -58.4% | +30.2% | -88.6% | -64.4% |
| 3Y | -24.8% | +154.9% | -179.7% | -52.5% |
| 5Y | +79.3% | +252.1% | -172.9% | -3.0% |
| 10Y | +531.6% | +535.8% | -4.2% | +167.2% |
| All | +531.6% | +551.3% | -19.7% | +167.2% |
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 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