+67.0%
FROG vs CASY
+304.4%
-237.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.5% | +7.0% |
| 7D | +27.1% | +3.6% | +23.5% | +26.2% |
| 30D | +5.8% | +7.2% | -1.4% | +4.2% |
| 3M | +20.8% | -16.9% | +37.8% | +24.5% |
| 6M | +53.3% | -19.3% | +72.7% | +58.2% |
| YTD | +73.2% | +25.6% | +47.6% | +58.1% |
| 1Y | +80.3% | +30.2% | +50.1% | +62.7% |
| 3Y | +318.3% | +154.9% | +163.5% | +202.8% |
| 5Y | +179.9% | +252.1% | -72.2% | +79.0% |
| All | +67.0% | +304.4% | -237.4% | +6.5% |
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 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