+8.1%
FPS vs CASY
+16.7%
-8.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.8% |
| 3M | -51.5% | -0.6% | -50.8% | -51.9% |
| 6M | -8.5% | +10.7% | -19.2% | -22.6% |
| All | +8.1% | +16.7% | -8.6% | -15.5% |
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