+203.1%
FITB vs CASY
+550.0%
-346.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +0.8% | +2.5% | -1.6% | -0.1% |
| 30D | +7.3% | +10.2% | -2.9% | +3.3% |
| 3M | -6.3% | -15.7% | +9.4% | -0.9% |
| 6M | +12.6% | -18.4% | +30.9% | +18.6% |
| YTD | +18.0% | +28.3% | -10.3% | +1.3% |
| 1Y | +28.9% | +32.6% | -3.7% | +8.6% |
| 3Y | +139.4% | +159.5% | -20.1% | +39.3% |
| 5Y | +47.2% | +263.9% | -216.7% | -30.1% |
| All | +203.1% | +550.0% | -346.9% | +19.5% |
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