-94.4%
FRMI vs CASY
+27.2%
-121.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +2.2% | +15.3% | +17.2% |
| 7D | -0.5% | +5.8% | -6.4% | -1.4% |
| 30D | -44.3% | +10.7% | -55.0% | -45.5% |
| 3M | -74.6% | -13.9% | -60.7% | -73.5% |
| 6M | -66.3% | -18.4% | -47.9% | -65.9% |
| YTD | -77.4% | +29.6% | -107.0% | -81.7% |
| 1Y | -91.7% | +32.8% | -124.6% | -93.3% |
| All | -94.4% | +27.2% | -121.6% | -95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling