+93.1%
FOXA vs CASY
+274.3%
-181.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.1% |
| 7D | -0.6% | -4.4% | +3.7% | 0.0% |
| 30D | +2.3% | -12.0% | +14.4% | +4.1% |
| 3M | -2.8% | -2.3% | -0.5% | -2.7% |
| 6M | +9.6% | +10.5% | -0.9% | +7.6% |
| YTD | -9.9% | +33.0% | -42.9% | -14.3% |
| 1Y | +5.4% | +41.1% | -35.8% | -1.0% |
| 3Y | +115.3% | +207.5% | -92.2% | +71.1% |
| 5Y | +93.1% | +290.7% | -197.7% | +42.8% |
| All | +93.1% | +274.3% | -181.2% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling