+28.0%
USFR vs CASY
+468.0%
-440.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.2% | +14.2% | 0.0% |
| 7D | +0.1% | -16.5% | +16.6% | +0.1% |
| 30D | +0.3% | -26.4% | +26.7% | +0.3% |
| 3M | +1.0% | -17.3% | +18.3% | +1.0% |
| 6M | +1.9% | -5.2% | +7.2% | +1.9% |
| YTD | +2.7% | +14.1% | -11.4% | +2.6% |
| 1Y | +4.0% | +16.6% | -12.6% | +4.0% |
| 3Y | +14.0% | +163.7% | -149.7% | +14.0% |
| 5Y | +20.4% | +231.3% | -210.9% | +20.3% |
| 10Y | +28.0% | +462.9% | -434.9% | +27.9% |
| All | +28.0% | +468.0% | -440.0% | +27.9% |
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 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