+304.4%
FLEX vs CASY
+155.2%
+149.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.7% | +11.4% | +12.0% |
| 7D | -7.2% | +3.6% | -10.7% | -7.4% |
| 30D | -34.8% | +7.2% | -42.0% | -35.3% |
| 3M | -35.6% | -16.9% | -18.7% | -34.2% |
| 6M | -45.0% | -19.3% | -25.7% | -43.4% |
| YTD | +29.4% | +25.6% | +3.7% | +20.2% |
| 1Y | +24.8% | +30.2% | -5.4% | +14.6% |
| 3Y | +304.4% | +154.9% | +149.5% | +211.7% |
| All | +304.4% | +155.2% | +149.2% | +211.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling