+614.8%
FLEX vs CASY
+555.0%
+59.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.3% |
| 7D | +7.5% | +3.6% | +3.9% | +6.3% |
| 30D | -25.3% | +9.1% | -34.3% | -27.8% |
| 3M | -39.7% | -16.5% | -23.2% | -36.7% |
| 6M | -47.9% | -19.7% | -28.2% | -45.4% |
| YTD | +24.1% | +29.3% | -5.2% | +7.2% |
| 1Y | +26.0% | +33.1% | -7.2% | +7.0% |
| 3Y | +282.7% | +158.5% | +124.2% | +136.1% |
| 5Y | +424.2% | +266.7% | +157.5% | +169.6% |
| All | +614.8% | +555.0% | +59.8% | +186.7% |
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