+48.5%
FND vs CASY
+492.1%
-443.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.2% | +13.5% | +4.9% |
| 7D | -0.8% | -16.5% | +15.8% | +6.0% |
| 30D | -19.6% | -26.4% | +6.8% | -9.9% |
| 3M | -4.3% | -17.3% | +13.0% | -0.3% |
| 6M | -20.4% | -5.2% | -15.2% | -22.5% |
| YTD | -21.9% | +14.1% | -35.9% | -30.2% |
| 1Y | -45.2% | +16.6% | -61.8% | -51.6% |
| 3Y | -49.2% | +163.7% | -212.9% | -71.1% |
| 5Y | -61.8% | +231.3% | -293.1% | -80.8% |
| All | +48.5% | +492.1% | -443.7% | -39.7% |
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 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