-83.2%
FIG vs CASY
+36.6%
-119.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.8% |
| 7D | +3.4% | +3.6% | -0.2% | +3.6% |
| 30D | -9.5% | +9.1% | -18.5% | -9.2% |
| 3M | -26.2% | -16.5% | -9.7% | -27.0% |
| 6M | +2.7% | -19.7% | +22.4% | +2.8% |
| YTD | -48.0% | +29.3% | -77.2% | -50.0% |
| 1Y | -52.0% | +33.1% | -85.2% | -55.2% |
| All | -83.2% | +36.6% | -119.8% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling