+391.7%
FLR vs CASY
+7,398.9%
-7,007.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +5.1% | +5.0% | +0.1% | +3.4% |
| 30D | -0.5% | +8.2% | -8.7% | -3.3% |
| 3M | -3.5% | -18.2% | +14.7% | +2.1% |
| 6M | +16.5% | -18.6% | +35.1% | +21.1% |
| YTD | +27.3% | +26.8% | +0.5% | +13.3% |
| 1Y | +10.6% | +31.6% | -21.0% | -3.0% |
| 3Y | +39.4% | +156.5% | -117.1% | -5.3% |
| 5Y | +126.4% | +258.6% | -132.2% | +34.3% |
| 10Y | +8.4% | +550.3% | -541.9% | -50.7% |
| All | +391.7% | +7,398.9% | -7,007.3% | -17.0% |
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