-73.8%
FRMI vs CASY
-15.3%
-58.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.9% | -8.1% | -6.6% |
| 7D | -24.3% | +5.0% | -29.3% | -21.6% |
| 30D | -55.1% | +8.2% | -63.3% | -53.0% |
| 3M | -73.8% | -18.2% | -55.6% | -78.5% |
| All | -73.8% | -15.3% | -58.5% | -78.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling