+20.0%
FLR vs CASY
+549.1%
-529.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.5% |
| 7D | +0.7% | -4.4% | +5.0% | +1.7% |
| 30D | -0.7% | -12.0% | +11.4% | +2.1% |
| 3M | +14.3% | -2.3% | +16.7% | +13.2% |
| 6M | +25.6% | +10.5% | +15.1% | +19.8% |
| YTD | +42.9% | +33.0% | +9.8% | +29.2% |
| 1Y | +38.7% | +41.1% | -2.4% | +22.8% |
| 3Y | +61.8% | +207.5% | -145.7% | +12.7% |
| 5Y | +254.1% | +290.7% | -36.6% | +127.8% |
| 10Y | +20.0% | +556.5% | -536.4% | -31.4% |
| All | +20.0% | +549.1% | -529.0% | -31.4% |
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