-93.2%
FRMI vs CASY
+32.1%
-125.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.4% | -12.0% | -10.8% |
| 7D | -39.7% | +0.8% | -40.6% | -39.8% |
| 30D | -55.2% | +9.4% | -64.6% | -56.2% |
| 3M | -71.2% | -20.6% | -50.6% | -69.6% |
| 6M | -64.1% | -20.7% | -43.4% | -64.1% |
| YTD | -77.2% | +22.5% | -99.8% | -81.4% |
| 1Y | -93.2% | +29.5% | -122.6% | -94.3% |
| All | -93.2% | +32.1% | -125.3% | -94.3% |
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 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