+98.3%
FOXA vs CASY
+454.9%
-356.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | -2.4% | +5.8% | -8.2% | -3.9% |
| 30D | +8.6% | +10.7% | -2.1% | +5.7% |
| 3M | +9.9% | -13.9% | +23.8% | +13.7% |
| 6M | +0.8% | -18.4% | +19.3% | +5.3% |
| YTD | -6.1% | +29.6% | -35.7% | -14.9% |
| 1Y | +3.3% | +32.8% | -29.5% | -7.3% |
| 3Y | +133.5% | +162.3% | -28.8% | +61.7% |
| 5Y | +75.8% | +265.0% | -189.2% | +3.9% |
| All | +98.3% | +454.9% | -356.6% | -2.6% |
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