+2,054.3%
FLUT vs CASY
+8,045.8%
-5,991.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +7.7% | -11.3% | +19.1% | +8.3% |
| 3M | -0.7% | -0.6% | -0.1% | -0.8% |
| 6M | -11.2% | +10.7% | -21.9% | -11.8% |
| YTD | -53.4% | +37.1% | -90.6% | -54.3% |
| 1Y | -65.8% | +52.3% | -118.1% | -66.6% |
| 3Y | -44.9% | +215.2% | -260.1% | -47.8% |
| 5Y | -49.7% | +276.5% | -326.2% | -52.7% |
| 10Y | -9.7% | +508.4% | -518.1% | -16.3% |
| All | +2,054.3% | +8,045.8% | -5,991.6% | +1,798.1% |
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