+43.4%
FIVE vs CASY
+161.8%
-118.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +2.7% | +3.6% | -0.9% | +2.0% |
| 30D | +12.7% | +9.1% | +3.6% | +11.0% |
| 3M | +2.1% | -16.5% | +18.6% | +4.6% |
| 6M | +17.5% | -19.7% | +37.2% | +20.6% |
| YTD | +31.0% | +29.3% | +1.7% | +25.5% |
| 1Y | +67.7% | +33.1% | +34.6% | +60.0% |
| 3Y | +43.4% | +158.5% | -115.1% | +16.2% |
| All | +43.4% | +161.8% | -118.4% | +16.2% |
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