+23.9%
FITB vs CASY
+42.6%
-18.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.6% |
| 7D | +2.8% | -4.4% | +7.2% | +2.8% |
| 30D | -4.5% | -12.0% | +7.5% | -4.5% |
| 3M | +5.7% | -2.3% | +8.0% | +5.2% |
| 6M | +17.1% | +10.5% | +6.6% | +14.9% |
| YTD | +18.3% | +33.0% | -14.7% | +16.8% |
| 1Y | +23.9% | +41.1% | -17.2% | +21.5% |
| All | +23.9% | +42.6% | -18.7% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling