+5,892.0%
FIX vs CASY
+505.6%
+5,386.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | -7.2% | -11.3% | +4.1% | -2.2% |
| 3M | -15.9% | -0.6% | -15.2% | -18.2% |
| 6M | +12.7% | +10.7% | +2.0% | +3.9% |
| YTD | +72.8% | +37.1% | +35.7% | +43.1% |
| 1Y | +122.9% | +52.3% | +70.6% | +73.3% |
| 3Y | +774.3% | +215.2% | +559.1% | +348.9% |
| 5Y | +2,049.5% | +276.5% | +1,773.0% | +881.8% |
| All | +5,892.0% | +505.6% | +5,386.4% | +2,004.2% |
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