-71.4%
FIS vs CASY
+250.1%
-321.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -25.5% | +1.1% | -26.6% | -25.7% |
| 30D | -15.1% | +8.7% | -23.7% | -16.3% |
| 3M | -32.1% | -17.3% | -14.8% | -30.3% |
| 6M | -36.1% | -19.7% | -16.3% | -34.2% |
| YTD | -55.4% | +24.8% | -80.2% | -58.8% |
| 1Y | -53.9% | +31.9% | -85.8% | -58.1% |
| 3Y | -39.8% | +155.4% | -195.1% | -55.4% |
| All | -71.4% | +250.1% | -321.5% | -82.0% |
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