-23.7%
FPS vs CASY
+10.0%
-33.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | 0.0% |
| 7D | +13.6% | +3.6% | +10.0% | +14.0% |
| 30D | -32.4% | +9.1% | -41.4% | -31.7% |
| 3M | -41.1% | -16.5% | -24.6% | -40.6% |
| 6M | -51.4% | -19.7% | -31.7% | -43.5% |
| All | -23.7% | +10.0% | -33.7% | -39.7% |
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