-74.9%
FRSH vs CASY
+244.3%
-319.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -14.2% | +12.8% | +1.2% |
| 7D | -9.6% | -16.5% | +7.0% | -6.7% |
| 30D | -0.4% | -26.4% | +26.0% | +5.0% |
| 3M | +27.2% | -17.3% | +44.5% | +30.0% |
| 6M | +42.2% | -5.2% | +47.4% | +39.0% |
| YTD | -2.6% | +14.1% | -16.7% | -10.1% |
| 1Y | -10.2% | +16.6% | -26.8% | -18.0% |
| 3Y | -45.5% | +163.7% | -209.2% | -64.6% |
| All | -74.9% | +244.3% | -319.2% | -86.6% |
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