-41.3%
FIS vs CASY
+159.8%
-201.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.0% | -5.1% | -6.0% |
| 7D | -3.5% | +2.5% | -6.0% | -3.7% |
| 30D | -19.4% | +10.2% | -29.6% | -20.0% |
| 3M | -31.6% | -15.7% | -15.9% | -30.9% |
| 6M | -32.5% | -18.4% | -14.2% | -31.5% |
| YTD | -56.0% | +28.3% | -84.2% | -58.5% |
| 1Y | -55.5% | +32.6% | -88.1% | -58.4% |
| All | -41.3% | +159.8% | -201.1% | -51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling