+236.6%
FITB vs CASY
+551.3%
-314.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.2% |
| 7D | -1.1% | +3.6% | -4.7% | -2.4% |
| 30D | +7.3% | +7.2% | +0.1% | +4.4% |
| 3M | -4.0% | -16.9% | +12.9% | +2.1% |
| 6M | +11.9% | -19.3% | +31.2% | +18.3% |
| YTD | +19.0% | +25.6% | -6.7% | +2.9% |
| 1Y | +31.0% | +30.2% | +0.9% | +11.1% |
| 3Y | +143.8% | +154.9% | -11.1% | +42.7% |
| 5Y | +48.9% | +252.1% | -203.2% | -28.3% |
| 10Y | +236.6% | +535.8% | -299.2% | +33.3% |
| All | +236.6% | +551.3% | -314.7% | +33.3% |
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