+35.2%
FROG vs CASY
+341.3%
-306.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +114.1% |
| YTD | +40.2% | +37.1% | +3.1% | +26.5% |
| 1Y | +81.0% | +52.3% | +28.7% | +58.1% |
| 3Y | +194.8% | +215.2% | -20.4% | +102.6% |
| 5Y | +131.8% | +276.5% | -144.7% | +46.7% |
| All | +35.2% | +341.3% | -306.1% | -14.8% |
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