-60.2%
FLNC vs CASY
+163.7%
-223.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -14.2% | +5.9% | -6.7% |
| 7D | -4.2% | -16.5% | +12.4% | -2.2% |
| 30D | -20.0% | -26.4% | +6.4% | -17.5% |
| 3M | -56.9% | -17.3% | -39.6% | -56.5% |
| 6M | -35.5% | -5.2% | -30.3% | -38.0% |
| YTD | -48.8% | +14.1% | -62.9% | -53.4% |
| 1Y | +49.3% | +16.6% | +32.7% | +34.9% |
| All | -60.2% | +163.7% | -223.9% | -74.1% |
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