+3,644.4%
FIX vs CASY
+539.5%
+3,104.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -13.9% | +5.0% | -18.9% | -15.9% |
| 30D | -35.5% | +8.2% | -43.7% | -38.1% |
| 3M | -33.9% | -18.2% | -15.8% | -28.7% |
| 6M | -43.3% | -18.6% | -24.7% | -40.2% |
| YTD | +18.7% | +26.8% | -8.1% | -0.1% |
| 1Y | +13.8% | +31.6% | -17.8% | -6.5% |
| 3Y | +495.0% | +156.5% | +338.4% | +231.9% |
| 5Y | +1,049.0% | +258.6% | +790.4% | +417.8% |
| 10Y | +3,644.4% | +550.3% | +3,094.2% | +1,209.2% |
| All | +3,644.4% | +539.5% | +3,104.9% | +1,209.2% |
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