+655.5%
FN vs CASY
+555.0%
+100.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +2.2% | -16.4% | -14.8% |
| 7D | -16.0% | +1.8% | -17.8% | -16.5% |
| 30D | -40.1% | +11.2% | -51.3% | -42.2% |
| 3M | -43.9% | -19.1% | -24.8% | -40.8% |
| 6M | -55.6% | -19.9% | -35.7% | -53.5% |
| YTD | -35.7% | +25.2% | -60.8% | -41.6% |
| 1Y | -39.8% | +31.6% | -71.4% | -46.4% |
| 3Y | +80.3% | +155.4% | -75.1% | +24.9% |
| 5Y | +143.3% | +251.5% | -108.2% | +47.3% |
| All | +655.5% | +555.0% | +100.5% | +258.6% |
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