+56.7%
FND vs CASY
+611.7%
-555.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | -19.9% | -11.3% | -8.5% | -16.2% |
| 3M | +2.7% | -0.6% | +3.4% | +0.2% |
| 6M | -21.7% | +10.7% | -32.4% | -27.7% |
| YTD | -17.5% | +37.1% | -54.6% | -31.1% |
| 1Y | -39.3% | +52.3% | -91.6% | -51.8% |
| 3Y | -49.8% | +215.2% | -265.0% | -73.2% |
| 5Y | -60.1% | +276.5% | -336.6% | -80.7% |
| All | +56.7% | +611.7% | -555.0% | -40.5% |
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