+1,196.0%
FTI vs CASY
+285.8%
+910.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | +15.3% | -11.3% | +26.7% | +18.6% |
| 3M | +15.8% | -0.6% | +16.4% | +15.2% |
| 6M | +22.6% | +10.7% | +11.9% | +18.3% |
| YTD | +79.5% | +37.1% | +42.4% | +63.8% |
| 1Y | +102.0% | +52.3% | +49.7% | +78.3% |
| 3Y | +315.8% | +215.2% | +100.6% | +200.8% |
| All | +1,196.0% | +285.8% | +910.1% | +823.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling