-46.3%
FRSH vs CASY
+163.7%
-210.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -14.2% | +12.8% | -0.8% |
| 7D | -9.6% | -16.5% | +7.0% | -8.9% |
| 30D | -0.4% | -26.4% | +26.0% | +0.8% |
| 3M | +27.2% | -17.3% | +44.5% | +27.6% |
| 6M | +42.2% | -5.2% | +47.4% | +40.0% |
| YTD | -2.6% | +14.1% | -16.7% | -6.8% |
| 1Y | -10.2% | +16.6% | -26.8% | -14.6% |
| All | -46.3% | +163.7% | -210.0% | -51.7% |
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 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