-10.4%
FSLY vs CASY
+476.5%
-486.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +5.4% |
| 7D | +3.5% | -4.4% | +7.8% | +4.9% |
| 30D | -6.4% | -12.0% | +5.6% | -2.5% |
| 3M | +10.9% | -2.3% | +13.2% | +10.6% |
| 6M | +6.7% | +10.5% | -3.8% | +2.5% |
| YTD | +111.1% | +33.0% | +78.1% | +91.4% |
| 1Y | +185.8% | +41.1% | +144.6% | +153.7% |
| 3Y | -6.6% | +207.5% | -214.1% | -37.2% |
| 5Y | -52.4% | +290.7% | -343.1% | -70.6% |
| All | -10.4% | +476.5% | -486.9% | -50.4% |
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