+602.8%
FICO vs CASY
+505.6%
+97.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.3% | -16.4% | -16.6% |
| 7D | -19.2% | +0.1% | -19.3% | -19.2% |
| 30D | -14.6% | -11.3% | -3.2% | -11.0% |
| 3M | -20.1% | -0.6% | -19.4% | -21.2% |
| 6M | -36.3% | +10.7% | -47.0% | -40.4% |
| YTD | -44.9% | +37.1% | -82.0% | -53.0% |
| 1Y | -38.6% | +52.3% | -90.9% | -50.1% |
| 3Y | +4.0% | +215.2% | -211.2% | -38.9% |
| 5Y | +99.5% | +276.5% | -177.0% | +7.5% |
| All | +602.8% | +505.6% | +97.2% | +197.2% |
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