+743.6%
FN vs CASY
+553.2%
+190.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.3% | +11.9% | +11.7% |
| 7D | 0.0% | +1.1% | -1.1% | -0.5% |
| 30D | -34.3% | +8.7% | -43.0% | -36.2% |
| 3M | -39.9% | -17.3% | -22.5% | -37.0% |
| 6M | -51.8% | -19.7% | -32.1% | -49.6% |
| YTD | -28.1% | +24.8% | -53.0% | -34.7% |
| 1Y | -29.1% | +31.9% | -61.0% | -36.8% |
| 3Y | +102.4% | +155.4% | -52.9% | +40.2% |
| 5Y | +171.7% | +250.6% | -78.9% | +64.6% |
| All | +743.6% | +553.2% | +190.4% | +300.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling