-58.2%
FISV vs CASY
+209.8%
-268.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.7% |
| 7D | -1.6% | -4.4% | +2.8% | -1.1% |
| 30D | -3.0% | -12.0% | +9.1% | -1.6% |
| 3M | -3.5% | -2.3% | -1.2% | -3.8% |
| 6M | -19.4% | +10.5% | -29.9% | -22.0% |
| YTD | -24.3% | +33.0% | -57.3% | -29.9% |
| 1Y | -62.4% | +41.1% | -103.5% | -65.7% |
| 3Y | -58.2% | +207.5% | -265.7% | -65.9% |
| All | -58.2% | +209.8% | -268.0% | -65.9% |
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