+447.4%
FLR vs CASY
+8,009.6%
-7,562.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | +11.4% | -11.3% | +22.7% | +15.5% |
| 3M | +11.4% | -0.6% | +12.1% | +9.4% |
| 6M | +16.6% | +10.7% | +5.9% | +10.0% |
| YTD | +41.7% | +37.1% | +4.6% | +23.9% |
| 1Y | +35.4% | +52.3% | -16.9% | +13.6% |
| 3Y | +57.3% | +215.2% | -157.9% | 0.0% |
| 5Y | +241.0% | +276.5% | -35.5% | +100.9% |
| 10Y | +16.6% | +508.4% | -491.7% | -45.1% |
| All | +447.4% | +8,009.6% | -7,562.2% | -9.2% |
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