+32.7%
FITB vs CASY
+32.9%
-0.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | +2.8% | +3.6% | -0.8% | +2.7% |
| 30D | +9.8% | +9.1% | +0.7% | +9.7% |
| 3M | -5.2% | -16.5% | +11.4% | -4.9% |
| 6M | +17.3% | -19.7% | +37.0% | +19.4% |
| YTD | +19.3% | +29.3% | -10.0% | +16.8% |
| 1Y | +32.7% | +33.1% | -0.4% | +30.7% |
| All | +32.7% | +32.9% | -0.2% | +30.7% |
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