+412.8%
CAH vs FRSH
-72.5%
+485.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -5.1% | -6.6% | +1.5% | -5.0% |
| 30D | +0.2% | +2.1% | -1.9% | +0.1% |
| 3M | +6.3% | +29.0% | -22.7% | +5.7% |
| 6M | +9.4% | +48.6% | -39.2% | +8.4% |
| YTD | +15.0% | -2.9% | +17.9% | +15.0% |
| 1Y | +55.4% | -7.9% | +63.3% | +55.7% |
| 3Y | +173.8% | -46.5% | +220.3% | +175.8% |
| All | +412.8% | -72.5% | +485.3% | +402.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling