+25.0%
FLEX vs CASY
+32.1%
-7.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.4% | -13.7% | -12.1% |
| 7D | -17.0% | +0.8% | -17.8% | -16.8% |
| 30D | -33.8% | +9.4% | -43.3% | -33.5% |
| 3M | -39.0% | -20.6% | -18.4% | -39.4% |
| 6M | -15.9% | -20.7% | +4.8% | -13.4% |
| YTD | +27.8% | +22.5% | +5.3% | +29.4% |
| 1Y | +25.0% | +29.5% | -4.5% | +27.3% |
| All | +25.0% | +32.1% | -7.2% | +27.3% |
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