-41.0%
FIS vs CASY
+42.6%
-83.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.0% | -2.9% | -6.2% |
| 7D | -3.5% | -4.4% | +0.9% | -3.9% |
| 30D | -7.8% | -12.0% | +4.2% | -9.0% |
| 3M | +0.8% | -2.3% | +3.2% | +0.9% |
| 6M | -21.9% | +10.5% | -32.4% | -22.0% |
| YTD | -39.5% | +33.0% | -72.5% | -40.6% |
| 1Y | -41.0% | +41.1% | -82.1% | -43.2% |
| All | -41.0% | +42.6% | -83.6% | -43.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling