+289.3%
FN vs CASY
+276.6%
+12.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -22.0% | -11.3% | -10.6% | -19.5% |
| 3M | -43.0% | -0.6% | -42.4% | -43.6% |
| 6M | -27.7% | +10.7% | -38.5% | -30.5% |
| YTD | -10.5% | +37.1% | -47.6% | -18.6% |
| 1Y | +12.5% | +52.3% | -39.8% | -1.1% |
| 3Y | +153.8% | +215.2% | -61.4% | +72.5% |
| All | +289.3% | +276.6% | +12.7% | +136.8% |
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