-92.0%
FRMI vs CASY
+26.8%
-118.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.8% | +25.9% | +26.6% |
| 7D | +66.2% | +3.6% | +62.7% | +65.4% |
| 30D | -17.4% | +9.1% | -26.5% | -18.9% |
| 3M | -60.5% | -16.5% | -43.9% | -58.3% |
| 6M | -56.5% | -19.7% | -36.8% | -55.7% |
| YTD | -67.4% | +29.3% | -96.6% | -73.6% |
| 1Y | -85.1% | +33.1% | -118.2% | -87.8% |
| All | -92.0% | +26.8% | -118.8% | -92.9% |
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