+810.4%
FIVE vs CASY
+1,217.1%
-406.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.4% | -5.1% |
| 7D | -1.7% | +1.8% | -3.6% | -2.4% |
| 30D | +14.9% | +11.2% | +3.8% | +10.2% |
| 3M | +7.6% | -19.1% | +26.7% | +15.9% |
| 6M | +6.4% | -19.9% | +26.3% | +13.7% |
| YTD | +28.1% | +25.2% | +2.9% | +13.7% |
| 1Y | +54.7% | +31.6% | +23.1% | +34.2% |
| 3Y | +36.1% | +155.4% | -119.4% | -15.5% |
| 5Y | +14.9% | +251.5% | -236.6% | -39.5% |
| 10Y | +578.8% | +558.6% | +20.2% | +174.0% |
| All | +810.4% | +1,217.1% | -406.7% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling