+3,689.8%
FN vs CASY
+2,316.7%
+1,373.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -22.0% | -11.3% | -10.6% | -18.6% |
| 3M | -43.0% | -0.6% | -42.4% | -43.8% |
| 6M | -27.7% | +10.7% | -38.5% | -31.4% |
| YTD | -10.5% | +37.1% | -47.6% | -21.6% |
| 1Y | +12.5% | +52.3% | -39.8% | -5.9% |
| 3Y | +153.8% | +215.2% | -61.4% | +54.6% |
| 5Y | +288.0% | +276.5% | +11.5% | +115.8% |
| 10Y | +906.4% | +508.4% | +398.1% | +332.2% |
| All | +3,689.8% | +2,316.7% | +1,373.0% | +563.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling