+60.5%
FND vs CASY
+558.1%
-497.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.5% | -3.9% |
| 7D | +6.8% | +5.0% | +1.9% | +4.8% |
| 30D | +13.1% | +8.2% | +4.9% | +9.6% |
| 3M | -13.1% | -18.2% | +5.1% | -6.8% |
| 6M | -0.6% | -18.6% | +18.0% | +4.7% |
| YTD | -15.5% | +26.8% | -42.3% | -27.7% |
| 1Y | -13.7% | +31.6% | -45.3% | -27.5% |
| 3Y | -35.0% | +156.5% | -191.5% | -61.9% |
| 5Y | -60.1% | +258.6% | -318.7% | -80.5% |
| All | +60.5% | +558.1% | -497.6% | -37.6% |
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