+296.7%
FROG vs CASY
+156.4%
+140.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.4% |
| 7D | +17.0% | +5.0% | +12.0% | +16.4% |
| 30D | +1.3% | +8.2% | -6.9% | +0.4% |
| 3M | +17.5% | -18.2% | +35.6% | +20.0% |
| 6M | +46.8% | -18.6% | +65.4% | +50.4% |
| YTD | +65.8% | +26.8% | +39.0% | +53.2% |
| 1Y | +61.0% | +31.6% | +29.4% | +47.3% |
| 3Y | +296.7% | +156.5% | +140.2% | +177.2% |
| All | +296.7% | +156.4% | +140.3% | +177.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling