-3.0%
FISV vs CASY
+468.0%
-471.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.2% | +9.9% | -0.2% |
| 7D | -6.4% | -16.5% | +10.1% | -1.6% |
| 30D | -6.8% | -26.4% | +19.5% | +1.4% |
| 3M | -10.0% | -17.3% | +7.3% | -6.4% |
| 6M | -20.6% | -5.2% | -15.4% | -21.7% |
| YTD | -27.6% | +14.1% | -41.7% | -33.1% |
| 1Y | -64.3% | +16.6% | -80.9% | -67.4% |
| 3Y | -60.0% | +163.7% | -223.7% | -73.3% |
| 5Y | -57.7% | +231.3% | -289.0% | -74.5% |
| 10Y | -3.0% | +462.9% | -465.9% | -52.1% |
| All | -3.0% | +468.0% | -471.0% | -52.1% |
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