+415.9%
CAH vs FRSH
-72.6%
+488.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -5.1% | -11.2% | +6.1% | -4.9% |
| 30D | -1.8% | -0.8% | -0.9% | -1.8% |
| 3M | +9.4% | +26.4% | -17.1% | +8.8% |
| 6M | +9.2% | +48.4% | -39.1% | +8.3% |
| YTD | +15.7% | -3.1% | +18.8% | +15.7% |
| 1Y | +59.7% | -8.7% | +68.4% | +60.0% |
| 3Y | +178.5% | -45.8% | +224.3% | +180.3% |
| All | +415.9% | -72.6% | +488.5% | +405.9% |
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