+1,727.1%
FTI vs CASY
+7,072.8%
-5,345.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -3.3% | +5.0% | -8.3% | -5.0% |
| 30D | -7.2% | +8.2% | -15.4% | -10.1% |
| 3M | -12.9% | -18.2% | +5.3% | -7.5% |
| 6M | -7.9% | -18.6% | +10.7% | -2.9% |
| YTD | +45.2% | +26.8% | +18.4% | +29.4% |
| 1Y | +48.1% | +31.6% | +16.5% | +29.9% |
| 3Y | +205.0% | +156.5% | +48.5% | +103.7% |
| 5Y | +838.8% | +258.6% | +580.2% | +441.6% |
| 10Y | +174.8% | +550.3% | -375.5% | +26.7% |
| All | +1,727.1% | +7,072.8% | -5,345.6% | +207.3% |
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 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