+95.9%
FIVN vs CASY
+550.0%
-454.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | -17.4% | +2.5% | -19.9% | -17.8% |
| 30D | -20.4% | +10.2% | -30.6% | -21.9% |
| 3M | -9.6% | -15.7% | +6.1% | -7.1% |
| 6M | +34.7% | -18.4% | +53.1% | +38.5% |
| YTD | +40.6% | +28.3% | +12.3% | +30.5% |
| 1Y | +34.3% | +32.6% | +1.8% | +23.6% |
| 3Y | -55.5% | +159.5% | -215.0% | -65.5% |
| 5Y | -82.5% | +263.9% | -346.4% | -87.6% |
| All | +95.9% | +550.0% | -454.1% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling