+86.3%
FOXA vs CASY
+388.3%
-302.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.2% | +12.1% | +1.6% |
| 7D | -5.4% | -16.5% | +11.1% | -1.1% |
| 30D | +1.1% | -26.4% | +27.5% | +9.2% |
| 3M | -6.1% | -17.3% | +11.2% | -2.4% |
| 6M | +8.2% | -5.2% | +13.4% | +7.7% |
| YTD | -11.8% | +14.1% | -25.9% | -17.2% |
| 1Y | +9.9% | +16.6% | -6.7% | +2.2% |
| 3Y | +110.7% | +163.7% | -53.0% | +43.0% |
| 5Y | +86.9% | +231.3% | -144.4% | +12.7% |
| All | +86.3% | +388.3% | -302.0% | -5.3% |
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 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