-55.3%
FIS vs CASY
+551.3%
-606.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.5% |
| 7D | -29.4% | +3.6% | -33.0% | -30.2% |
| 30D | -16.7% | +7.2% | -23.9% | -18.4% |
| 3M | -33.0% | -16.9% | -16.0% | -30.0% |
| 6M | -33.3% | -19.3% | -14.0% | -30.6% |
| YTD | -56.0% | +25.6% | -81.6% | -60.5% |
| 1Y | -54.6% | +30.2% | -84.7% | -59.7% |
| 3Y | -40.6% | +154.9% | -195.5% | -59.4% |
| 5Y | -71.9% | +252.1% | -324.1% | -83.4% |
| 10Y | -55.3% | +535.8% | -591.2% | -78.1% |
| All | -55.3% | +551.3% | -606.6% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling