+3,653.2%
FIX vs CASY
+553.2%
+3,100.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.6% |
| 7D | -17.5% | +1.1% | -18.6% | -18.0% |
| 30D | -41.6% | +8.7% | -50.3% | -44.0% |
| 3M | -40.6% | -17.3% | -23.3% | -36.3% |
| 6M | -49.4% | -19.7% | -29.6% | -46.3% |
| YTD | +9.2% | +24.8% | -15.6% | -7.4% |
| 1Y | +6.5% | +31.9% | -25.4% | -12.7% |
| 3Y | +448.7% | +155.4% | +293.3% | +206.5% |
| 5Y | +948.7% | +250.6% | +698.2% | +378.3% |
| All | +3,653.2% | +553.2% | +3,100.0% | +1,224.1% |
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