+1,046.7%
FIX vs CASY
+253.8%
+792.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.8% | +9.2% |
| 7D | -7.2% | +3.6% | -10.8% | -8.3% |
| 30D | -35.1% | +7.2% | -42.3% | -36.7% |
| 3M | -34.3% | -16.9% | -17.3% | -30.8% |
| 6M | -42.9% | -19.3% | -23.6% | -39.9% |
| YTD | +19.5% | +25.6% | -6.2% | +4.6% |
| 1Y | +16.8% | +30.2% | -13.4% | +0.4% |
| 3Y | +506.7% | +154.9% | +351.8% | +278.3% |
| 5Y | +1,046.7% | +252.1% | +794.6% | +493.6% |
| All | +1,046.7% | +253.8% | +792.9% | +493.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling