+1,000.1%
FLEX vs CASY
+505.6%
+494.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -10.1% | -11.3% | +1.2% | -6.5% |
| 3M | -31.3% | -0.6% | -30.7% | -32.8% |
| 6M | +71.3% | +10.7% | +60.6% | +60.3% |
| YTD | +81.2% | +37.1% | +44.1% | +55.6% |
| 1Y | +98.5% | +52.3% | +46.2% | +62.0% |
| 3Y | +428.2% | +215.2% | +213.1% | +204.3% |
| 5Y | +657.3% | +276.5% | +380.8% | +296.3% |
| All | +1,000.1% | +505.6% | +494.5% | +350.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling