-14.2%
FSLY vs CASY
+494.2%
-508.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -10.6% | +0.1% | -10.7% | -10.7% |
| 30D | -20.9% | -11.3% | -9.6% | -17.7% |
| 3M | +3.4% | -0.6% | +4.1% | +2.6% |
| 6M | +2.7% | +10.7% | -8.0% | -1.3% |
| YTD | +102.3% | +37.1% | +65.1% | +81.7% |
| 1Y | +182.1% | +52.3% | +129.8% | +144.5% |
| 3Y | -14.6% | +215.2% | -229.8% | -43.0% |
| 5Y | -55.9% | +276.5% | -332.4% | -72.5% |
| All | -14.2% | +494.2% | -508.4% | -52.9% |
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