-73.2%
FRSH vs CASY
+313.9%
-387.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.7% |
| 7D | -8.2% | +0.1% | -8.2% | -8.2% |
| 30D | +10.5% | -11.3% | +21.8% | +12.8% |
| 3M | +32.7% | -0.6% | +33.4% | +31.4% |
| 6M | +50.3% | +10.7% | +39.6% | +43.5% |
| YTD | +3.9% | +37.1% | -33.2% | -7.0% |
| 1Y | -2.2% | +52.3% | -54.5% | -15.8% |
| 3Y | -42.9% | +215.2% | -258.1% | -63.9% |
| All | -73.2% | +313.9% | -387.1% | -86.2% |
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