-39.8%
FIGR vs CASY
+32.1%
-72.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.7% | +4.0% |
| 7D | -1.3% | +0.8% | -2.1% | -1.4% |
| 30D | -17.6% | +9.4% | -27.0% | -18.5% |
| 3M | -16.7% | -20.6% | +3.9% | -14.9% |
| 6M | -36.1% | -20.7% | -15.4% | -33.4% |
| YTD | -43.6% | +22.5% | -66.1% | -50.0% |
| 1Y | -39.8% | +29.5% | -69.3% | -42.9% |
| All | -39.8% | +32.1% | -72.0% | -42.9% |
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 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