+277.9%
FIVN vs CASY
+996.9%
-719.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | -19.3% | +3.6% | -22.9% | -19.8% |
| 30D | -20.7% | +7.2% | -27.9% | -21.9% |
| 3M | -15.1% | -16.9% | +1.9% | -12.3% |
| 6M | +30.6% | -19.3% | +50.0% | +34.6% |
| YTD | +44.0% | +25.6% | +18.3% | +34.0% |
| 1Y | +45.5% | +30.2% | +15.4% | +34.1% |
| 3Y | -52.8% | +154.9% | -207.6% | -63.4% |
| 5Y | -82.6% | +252.1% | -334.8% | -87.7% |
| 10Y | +109.4% | +535.8% | -426.5% | +22.3% |
| All | +277.9% | +996.9% | -719.0% | +91.0% |
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