-62.2%
FIS vs CASY
+276.6%
-338.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -2.2% | -11.3% | +9.1% | -0.5% |
| 3M | +2.1% | -0.6% | +2.8% | +1.3% |
| 6M | -14.7% | +10.7% | -25.4% | -17.8% |
| YTD | -35.7% | +37.1% | -72.8% | -41.3% |
| 1Y | -37.1% | +52.3% | -89.4% | -44.3% |
| 3Y | -20.0% | +215.2% | -235.2% | -43.5% |
| All | -62.2% | +276.6% | -338.9% | -76.7% |
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