-44.7%
FLUT vs CASY
+159.8%
-204.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.0% |
| 7D | -1.2% | +2.5% | -3.7% | -1.5% |
| 30D | +5.0% | +10.2% | -5.2% | +3.8% |
| 3M | -16.4% | -15.7% | -0.7% | -14.7% |
| 6M | -14.6% | -18.4% | +3.8% | -12.4% |
| YTD | -61.9% | +28.3% | -90.2% | -64.4% |
| 1Y | -65.0% | +32.6% | -97.6% | -67.6% |
| All | -44.7% | +159.8% | -204.5% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling