+420.4%
FIX vs CASY
+154.8%
+265.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +2.2% | -13.8% | -12.1% |
| 7D | -27.2% | +1.8% | -29.1% | -27.6% |
| 30D | -46.9% | +11.2% | -58.1% | -48.4% |
| 3M | -44.4% | -19.1% | -25.3% | -41.4% |
| 6M | -50.9% | -19.9% | -31.0% | -48.1% |
| YTD | +3.5% | +25.2% | -21.6% | -8.7% |
| 1Y | -2.1% | +31.6% | -33.7% | -15.8% |
| All | +420.4% | +154.8% | +265.6% | +219.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling