+28.4%
USFR vs CASY
+1,026.6%
-998.2%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.1% | +3.6% | -3.5% | +0.1% |
| 30D | +0.4% | +7.2% | -6.8% | +0.4% |
| 3M | +1.1% | -16.9% | +18.0% | +1.1% |
| 6M | +2.0% | -19.3% | +21.3% | +2.0% |
| YTD | +3.4% | +25.6% | -22.2% | +3.4% |
| 1Y | +4.1% | +30.2% | -26.1% | +4.1% |
| 3Y | +14.3% | +154.9% | -140.5% | +14.4% |
| 5Y | +21.3% | +252.1% | -230.8% | +21.4% |
| 10Y | +28.5% | +535.8% | -507.4% | +28.7% |
| All | +28.4% | +1,026.6% | -998.2% | +29.3% |
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