+125.3%
FROG vs CASY
+276.6%
-151.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | -11.3% | +0.1% | -11.4% | -11.3% |
| 30D | +3.6% | -11.3% | +15.0% | +6.1% |
| 3M | +1.7% | -0.6% | +2.3% | +0.5% |
| 6M | +123.5% | +10.7% | +112.8% | +113.6% |
| YTD | +40.2% | +37.1% | +3.1% | +25.9% |
| 1Y | +81.0% | +52.3% | +28.7% | +57.0% |
| 3Y | +194.8% | +215.2% | -20.4% | +95.5% |
| All | +125.3% | +276.6% | -151.4% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling