+59.9%
FIVE vs CASY
+32.0%
+27.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | +17.7% | +8.7% | +9.0% | +15.6% |
| 3M | +4.0% | -17.3% | +21.3% | +7.4% |
| 6M | +2.6% | -19.7% | +22.3% | +6.3% |
| YTD | +27.6% | +24.8% | +2.7% | +22.9% |
| 1Y | +59.9% | +31.9% | +28.0% | +51.5% |
| All | +59.9% | +32.0% | +27.9% | +51.5% |
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