+27.4%
USFR vs CASY
+1,129.6%
-1,102.1%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.3% | -11.3% | +11.6% | +0.3% |
| 3M | +1.0% | -0.6% | +1.6% | +1.0% |
| 6M | +1.9% | +10.7% | -8.8% | +1.9% |
| YTD | +2.6% | +37.1% | -34.5% | +2.6% |
| 1Y | +4.0% | +52.3% | -48.3% | +4.0% |
| 3Y | +14.1% | +215.2% | -201.1% | +14.2% |
| 5Y | +20.4% | +276.5% | -256.1% | +20.5% |
| 10Y | +28.0% | +508.4% | -480.4% | +28.2% |
| All | +27.4% | +1,129.6% | -1,102.1% | +28.3% |
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