+206.7%
FN vs CASY
+265.4%
-58.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.2% | +3.6% | +5.4% |
| 7D | +8.0% | +5.8% | +2.2% | +6.7% |
| 30D | -19.1% | +10.7% | -29.8% | -21.2% |
| 3M | -29.8% | -13.9% | -16.0% | -27.5% |
| 6M | -43.2% | -18.4% | -24.7% | -40.8% |
| YTD | -18.9% | +29.6% | -48.6% | -25.6% |
| 1Y | -17.9% | +32.8% | -50.7% | -25.2% |
| 3Y | +120.1% | +162.3% | -42.1% | +58.2% |
| 5Y | +206.7% | +265.0% | -58.3% | +85.7% |
| All | +206.7% | +265.4% | -58.7% | +85.7% |
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 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