+8.9%
CAT vs FRSH
+21.1%
-12.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.3% | +1.1% | -6.4% |
| 7D | -17.1% | -13.8% | -3.3% | -19.6% |
| 30D | -30.1% | +0.3% | -30.4% | -29.8% |
| 3M | -32.4% | +10.1% | -42.5% | -30.3% |
| 6M | -32.1% | +47.7% | -79.8% | -25.0% |
| YTD | +4.1% | +8.2% | -4.2% | +14.3% |
| 1Y | +8.9% | +21.4% | -12.5% | +18.5% |
| All | +8.9% | +21.1% | -12.2% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling