+96.5%
FOXA vs CASY
+442.7%
-346.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +0.4% | +5.0% | -4.6% | -0.9% |
| 30D | +7.9% | +8.2% | -0.2% | +5.7% |
| 3M | +6.7% | -18.2% | +24.9% | +12.0% |
| 6M | +7.5% | -18.6% | +26.1% | +12.3% |
| YTD | -6.9% | +26.8% | -33.7% | -15.2% |
| 1Y | +2.2% | +31.6% | -29.4% | -8.0% |
| 3Y | +131.4% | +156.5% | -25.1% | +61.2% |
| 5Y | +76.2% | +258.6% | -182.4% | +4.6% |
| All | +96.5% | +442.7% | -346.2% | -2.9% |
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