-43.0%
CAG vs FRSH
-72.6%
+29.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | -5.9% | -11.2% | +5.3% | -5.8% |
| 30D | -1.5% | -0.8% | -0.7% | -1.5% |
| 3M | +11.5% | +26.4% | -15.0% | +11.4% |
| 6M | -15.7% | +48.4% | -64.1% | -15.6% |
| YTD | -10.2% | -3.1% | -7.1% | -10.1% |
| 1Y | -18.1% | -8.7% | -9.4% | -18.0% |
| 3Y | -39.4% | -45.8% | +6.4% | -39.3% |
| All | -43.0% | -72.6% | +29.6% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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