-84.3%
FRMI vs CASY
+34.5%
-118.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.7% | +5.4% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | -17.3% | -11.3% | -5.9% | -14.5% |
| 3M | -17.2% | -0.6% | -16.5% | -21.2% |
| 6M | -43.4% | +10.7% | -54.1% | -49.5% |
| YTD | -36.0% | +37.1% | -73.1% | -49.1% |
| All | -84.3% | +34.5% | -118.8% | -86.3% |
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