-14.2%
FLR vs CASY
-20.4%
+6.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.3% |
| 7D | -0.8% | +1.1% | -1.9% | -0.6% |
| 30D | -9.1% | +8.7% | -17.8% | -8.0% |
| 3M | -4.7% | -17.3% | +12.7% | -7.7% |
| 6M | -14.2% | -19.7% | +5.5% | -16.8% |
| All | -14.2% | -20.4% | +6.1% | -16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling