+5,008.5%
FLEX vs CASY
+13,457.1%
-8,448.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.8% | +4.7% |
| 7D | -19.3% | +1.1% | -20.4% | -19.8% |
| 30D | -41.5% | +8.7% | -50.2% | -44.0% |
| 3M | -43.1% | -17.3% | -25.8% | -39.9% |
| 6M | -48.2% | -19.7% | -28.5% | -45.9% |
| YTD | +15.5% | +24.8% | -9.3% | +0.4% |
| 1Y | +10.2% | +31.9% | -21.7% | -6.8% |
| 3Y | +256.8% | +155.4% | +101.4% | +122.1% |
| 5Y | +408.2% | +250.6% | +157.6% | +172.4% |
| 10Y | +580.8% | +556.8% | +24.0% | +170.4% |
| All | +5,008.5% | +13,457.1% | -8,448.6% | +362.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling