-8.5%
FPS vs CASY
+11.6%
-20.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.4% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | -18.6% | -11.3% | -7.2% | -19.1% |
| 3M | -51.5% | -0.6% | -50.8% | -51.8% |
| 6M | -8.5% | +10.7% | -19.2% | -23.2% |
| All | -8.5% | +11.6% | -20.2% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling