+135.5%
FITB vs CASY
+220.7%
-85.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -4.7% | -11.3% | +6.6% | -3.2% |
| 3M | +6.7% | -0.6% | +7.3% | +5.9% |
| 6M | +12.6% | +10.7% | +1.8% | +9.0% |
| YTD | +19.1% | +37.1% | -18.0% | +10.5% |
| 1Y | +22.6% | +52.3% | -29.7% | +10.8% |
| All | +135.5% | +220.7% | -85.2% | +71.5% |
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 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