-51.0%
FLUT vs CASY
+250.1%
-301.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.5% |
| 7D | -1.1% | +1.1% | -2.2% | -1.3% |
| 30D | +7.7% | +8.7% | -1.0% | +6.3% |
| 3M | -12.2% | -17.3% | +5.2% | -9.8% |
| 6M | -17.6% | -19.7% | +2.2% | -15.2% |
| YTD | -62.0% | +24.8% | -86.8% | -64.4% |
| 1Y | -62.3% | +31.9% | -94.2% | -65.2% |
| 3Y | -52.0% | +155.4% | -207.3% | -61.6% |
| All | -51.0% | +250.1% | -301.1% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling