+4.0%
USFR vs CASY
+42.6%
-38.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | 0.0% |
| 7D | +0.1% | -4.4% | +4.4% | +0.1% |
| 30D | +0.3% | -12.0% | +12.4% | +0.3% |
| 3M | +1.0% | -2.3% | +3.3% | +1.0% |
| 6M | +1.9% | +10.5% | -8.6% | +1.9% |
| YTD | +2.7% | +33.0% | -30.4% | +2.7% |
| 1Y | +4.0% | +41.1% | -37.1% | +4.0% |
| All | +4.0% | +42.6% | -38.6% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling