-21.2%
FIGR vs CASY
+28.7%
-49.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.7% | +7.2% | +7.9% |
| 7D | +12.5% | +3.6% | +8.9% | +12.4% |
| 30D | -14.1% | +7.2% | -21.3% | -14.5% |
| 3M | -14.3% | -16.9% | +2.6% | -13.5% |
| 6M | -34.8% | -19.3% | -15.5% | -33.4% |
| YTD | -40.0% | +25.6% | -65.6% | -40.1% |
| 1Y | -32.9% | +30.2% | -63.1% | -29.2% |
| All | -21.2% | +28.7% | -49.9% | -18.1% |
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