+61.2%
FIVE vs CASY
+32.1%
+29.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.4% | +5.3% | +6.4% |
| 7D | +7.5% | +0.8% | +6.7% | +7.3% |
| 30D | +16.7% | +9.4% | +7.3% | +14.5% |
| 3M | +13.4% | -20.6% | +34.0% | +18.1% |
| 6M | +9.0% | -20.7% | +29.8% | +13.3% |
| YTD | +33.8% | +22.5% | +11.3% | +28.5% |
| 1Y | +61.2% | +29.5% | +31.7% | +52.1% |
| All | +61.2% | +32.1% | +29.0% | +52.1% |
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