-75.0%
FRSH vs CASY
+243.6%
-318.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -11.2% | -17.2% | +6.1% | -8.2% |
| 30D | -0.8% | -24.4% | +23.5% | +4.0% |
| 3M | +26.4% | -31.4% | +57.8% | +34.9% |
| 6M | +48.4% | -8.9% | +57.3% | +46.8% |
| YTD | -3.1% | +13.8% | -16.9% | -10.5% |
| 1Y | -8.7% | +17.0% | -25.7% | -16.8% |
| 3Y | -45.8% | +163.1% | -208.9% | -64.7% |
| All | -75.0% | +243.6% | -318.6% | -86.7% |
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