-59.1%
FIG vs CASY
+32.0%
-91.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | -13.1% | +1.1% | -14.2% | -13.0% |
| 30D | -13.0% | +8.7% | -21.7% | -12.4% |
| 3M | -21.5% | -17.3% | -4.2% | -23.5% |
| 6M | -2.5% | -19.7% | +17.2% | -5.1% |
| YTD | -49.7% | +24.8% | -74.5% | -45.1% |
| 1Y | -59.1% | +31.9% | -91.0% | -54.8% |
| All | -59.1% | +32.0% | -91.1% | -54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling