-28.1%
FSLY vs CASY
+461.8%
-489.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.0% | +5.6% |
| 7D | -17.9% | +5.8% | -23.8% | -19.5% |
| 30D | -34.7% | +10.7% | -45.4% | -37.0% |
| 3M | -40.0% | -13.9% | -26.2% | -37.9% |
| 6M | -11.8% | -18.4% | +6.6% | -7.6% |
| YTD | +69.5% | +29.6% | +39.9% | +53.3% |
| 1Y | +44.0% | +32.8% | +11.1% | +29.0% |
| 3Y | +5.2% | +162.3% | -157.0% | -26.0% |
| 5Y | -65.6% | +265.0% | -330.6% | -78.6% |
| All | -28.1% | +461.8% | -489.8% | -60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling