+353.1%
FLR vs CASY
+7,282.5%
-6,929.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.4% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | -9.1% | +8.7% | -17.8% | -11.8% |
| 3M | -4.7% | -17.3% | +12.7% | +0.3% |
| 6M | -14.2% | -19.7% | +5.5% | -10.5% |
| YTD | +17.3% | +24.8% | -7.5% | +4.9% |
| 1Y | +4.3% | +31.9% | -27.6% | -8.7% |
| 3Y | +30.7% | +155.4% | -124.6% | -11.1% |
| 5Y | +101.3% | +250.6% | -149.3% | +20.3% |
| 10Y | +12.4% | +556.8% | -544.5% | -49.1% |
| All | +353.1% | +7,282.5% | -6,929.5% | -23.2% |
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