+267.4%
FIVN vs CASY
+1,031.7%
-764.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.1% | +0.7% |
| 7D | -22.8% | +5.8% | -28.6% | -23.6% |
| 30D | -21.3% | +10.7% | -32.0% | -22.9% |
| 3M | -14.0% | -13.9% | -0.1% | -11.8% |
| 6M | +31.1% | -18.4% | +49.5% | +35.0% |
| YTD | +40.0% | +29.6% | +10.4% | +29.5% |
| 1Y | +38.1% | +32.8% | +5.3% | +26.8% |
| 3Y | -55.7% | +162.3% | -217.9% | -65.8% |
| 5Y | -82.5% | +265.0% | -347.5% | -87.7% |
| 10Y | +92.4% | +555.4% | -463.0% | +11.7% |
| All | +267.4% | +1,031.7% | -764.3% | +84.6% |
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