-73.4%
FRSH vs CASY
+290.2%
-363.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +4.6% | +3.6% | +1.1% | +4.0% |
| 30D | -7.5% | +9.1% | -16.5% | -9.0% |
| 3M | -0.1% | -16.5% | +16.4% | +2.8% |
| 6M | +54.5% | -19.7% | +74.2% | +59.9% |
| YTD | +3.4% | +29.3% | -25.8% | -6.8% |
| 1Y | +6.4% | +33.1% | -26.7% | -5.3% |
| 3Y | -26.3% | +158.5% | -184.8% | -49.7% |
| 5Y | -66.4% | +266.7% | -333.1% | -82.7% |
| All | -73.4% | +290.2% | -363.5% | -86.1% |
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