+24.2%
FIX vs CASY
+32.9%
-8.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.4% |
| 7D | +9.4% | +3.6% | +5.9% | +9.4% |
| 30D | -27.8% | +9.1% | -36.8% | -27.9% |
| 3M | -35.6% | -16.5% | -19.0% | -34.3% |
| 6M | -45.2% | -19.7% | -25.5% | -40.2% |
| YTD | +19.5% | +29.3% | -9.8% | +16.1% |
| 1Y | +24.2% | +33.1% | -8.9% | +21.4% |
| All | +24.2% | +32.9% | -8.6% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling