+4.4%
FICO vs CASY
+215.7%
-211.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.3% |
| 3M | -20.1% | -0.6% | -19.4% | -20.7% |
| 6M | -36.3% | +10.7% | -47.0% | -39.4% |
| YTD | -44.9% | +37.1% | -82.0% | -51.6% |
| 1Y | -38.6% | +52.3% | -90.9% | -48.3% |
| All | +4.4% | +215.7% | -211.3% | -25.6% |
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