-79.1%
FIG vs CASY
+44.9%
-124.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | -16.3% | +0.1% | -16.4% | -16.3% |
| 30D | -14.3% | -11.3% | -3.0% | -15.1% |
| 3M | +7.2% | -0.6% | +7.8% | +8.1% |
| 6M | -18.6% | +10.7% | -29.3% | -18.4% |
| YTD | -35.5% | +37.1% | -72.6% | -37.8% |
| 1Y | -55.8% | +52.3% | -108.1% | -67.1% |
| All | -79.1% | +44.9% | -124.1% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling