+55.9%
FROG vs CASY
+301.7%
-245.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -0.3% | +35.6% | +35.4% |
| 7D | +7.0% | +1.1% | +5.9% | +6.7% |
| 30D | +2.9% | +8.7% | -5.8% | +1.1% |
| 3M | +21.6% | -17.3% | +38.9% | +25.4% |
| 6M | +87.7% | -19.7% | +107.4% | +93.8% |
| YTD | +61.7% | +24.8% | +36.8% | +47.8% |
| 1Y | +113.7% | +31.9% | +81.8% | +92.2% |
| 3Y | +267.7% | +155.4% | +112.3% | +165.8% |
| 5Y | +158.8% | +250.6% | -91.8% | +65.6% |
| All | +55.9% | +301.7% | -245.9% | -0.5% |
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 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