+28.5%
USFR vs CASY
+1,062.4%
-1,033.9%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | +0.1% | +5.8% | -5.7% | +0.1% |
| 30D | +0.4% | +10.7% | -10.3% | +0.4% |
| 3M | +1.1% | -13.9% | +14.9% | +1.1% |
| 6M | +2.1% | -18.4% | +20.5% | +2.0% |
| YTD | +3.4% | +29.6% | -26.2% | +3.5% |
| 1Y | +4.1% | +32.8% | -28.7% | +4.1% |
| 3Y | +14.4% | +162.3% | -147.9% | +14.5% |
| 5Y | +21.4% | +265.0% | -243.6% | +21.5% |
| 10Y | +28.5% | +555.4% | -526.8% | +28.8% |
| All | +28.5% | +1,062.4% | -1,033.9% | +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