-23.8%
FICO vs CASY
+154.8%
-178.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.5% |
| 7D | -0.3% | +1.8% | -2.1% | -0.7% |
| 30D | +1.7% | +11.2% | -9.5% | -0.6% |
| 3M | -35.2% | -19.1% | -16.1% | -32.4% |
| 6M | -33.7% | -19.9% | -13.8% | -30.7% |
| YTD | -58.2% | +25.2% | -83.3% | -63.3% |
| 1Y | -56.6% | +31.6% | -88.2% | -62.8% |
| All | -23.8% | +154.8% | -178.5% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling