+894.6%
FIX vs CASY
+254.0%
+640.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +2.2% | -13.8% | -12.2% |
| 7D | -27.2% | +1.8% | -29.1% | -27.7% |
| 30D | -46.9% | +11.2% | -58.1% | -48.8% |
| 3M | -44.4% | -19.1% | -25.3% | -41.0% |
| 6M | -50.9% | -19.9% | -31.0% | -48.2% |
| YTD | +3.5% | +25.2% | -21.6% | -9.2% |
| 1Y | -2.1% | +31.6% | -33.7% | -16.3% |
| 3Y | +418.7% | +155.4% | +263.3% | +222.9% |
| 5Y | +894.6% | +251.5% | +643.0% | +415.1% |
| All | +894.6% | +254.0% | +640.5% | +415.1% |
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