-40.4%
FND vs CASY
+161.8%
-202.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -6.8% | +3.6% | -10.4% | -7.4% |
| 30D | +8.0% | +9.1% | -1.1% | +6.2% |
| 3M | -18.9% | -16.5% | -2.4% | -16.4% |
| 6M | +4.7% | -19.7% | +24.4% | +8.9% |
| YTD | -21.6% | +29.3% | -50.8% | -30.4% |
| 1Y | -22.0% | +33.1% | -55.1% | -31.6% |
| 3Y | -40.4% | +158.5% | -199.0% | -61.1% |
| All | -40.4% | +161.8% | -202.2% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling