-95.3%
FRMI vs CASY
+24.4%
-119.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.9% | -8.1% | -7.4% |
| 7D | -24.3% | +5.0% | -29.3% | -24.9% |
| 30D | -55.1% | +8.2% | -63.3% | -55.9% |
| 3M | -73.8% | -18.2% | -55.6% | -72.3% |
| 6M | -70.6% | -18.6% | -52.0% | -70.3% |
| YTD | -80.8% | +26.8% | -107.5% | -84.4% |
| 1Y | -93.9% | +31.6% | -125.5% | -95.0% |
| All | -95.3% | +24.4% | -119.6% | -95.8% |
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