+20.7%
FIVE vs CASY
+254.7%
-234.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +7.3% | +5.0% | +2.4% | +5.8% |
| 30D | +18.1% | +8.2% | +9.9% | +15.4% |
| 3M | +7.7% | -18.2% | +25.9% | +13.5% |
| 6M | +13.6% | -18.6% | +32.2% | +19.0% |
| YTD | +34.6% | +26.8% | +7.8% | +22.3% |
| 1Y | +66.2% | +31.6% | +34.6% | +49.0% |
| 3Y | +43.5% | +156.5% | -113.0% | -6.3% |
| 5Y | +20.7% | +258.6% | -238.0% | -39.2% |
| All | +20.7% | +254.7% | -234.0% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling