+283.9%
FITB vs CASY
+549.1%
-265.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.5% |
| 7D | +2.8% | -4.4% | +7.2% | +4.6% |
| 30D | -4.5% | -12.0% | +7.5% | +0.1% |
| 3M | +5.7% | -2.3% | +8.0% | +4.3% |
| 6M | +17.1% | +10.5% | +6.6% | +8.9% |
| YTD | +18.3% | +33.0% | -14.7% | +1.1% |
| 1Y | +23.9% | +41.1% | -17.2% | +2.4% |
| 3Y | +131.1% | +207.5% | -76.4% | +24.7% |
| 5Y | +71.1% | +290.7% | -219.6% | -20.4% |
| 10Y | +283.9% | +556.5% | -272.6% | +48.9% |
| All | +283.9% | +549.1% | -265.2% | +48.9% |
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 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