+11.0%
FLR vs CASY
+551.3%
-540.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +8.1% |
| 7D | +8.5% | +3.6% | +4.9% | +7.6% |
| 30D | -0.7% | +7.2% | -7.9% | -2.4% |
| 3M | -11.7% | -16.9% | +5.2% | -8.4% |
| 6M | +16.2% | -19.3% | +35.5% | +20.2% |
| YTD | +27.0% | +25.6% | +1.4% | +15.8% |
| 1Y | +10.1% | +30.2% | -20.1% | -0.8% |
| 3Y | +46.2% | +154.9% | -108.7% | +7.0% |
| 5Y | +121.4% | +252.1% | -130.7% | +45.7% |
| 10Y | +11.0% | +535.8% | -524.8% | -36.6% |
| All | +11.0% | +551.3% | -540.3% | -36.6% |
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