-29.1%
FN vs CASY
+32.0%
-61.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.3% | +11.9% | +11.7% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | -34.3% | +8.7% | -43.0% | -35.2% |
| 3M | -39.9% | -17.3% | -22.5% | -37.5% |
| 6M | -51.8% | -19.7% | -32.1% | -48.7% |
| YTD | -28.1% | +24.8% | -53.0% | -28.1% |
| 1Y | -29.1% | +31.9% | -61.0% | -28.9% |
| All | -29.1% | +32.0% | -61.1% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling