+126.0%
FITB vs CASY
+154.1%
-28.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | +5.8% | +8.7% | -2.9% | +4.9% |
| 3M | -6.1% | -17.3% | +11.2% | -4.3% |
| 6M | +5.9% | -19.7% | +25.7% | +8.3% |
| YTD | +16.1% | +24.8% | -8.7% | +9.8% |
| 1Y | +28.8% | +31.9% | -3.1% | +20.4% |
| 3Y | +126.0% | +155.4% | -29.4% | +92.3% |
| All | +126.0% | +154.1% | -28.0% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling