+242.6%
CAT vs FRSH
-70.7%
+313.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +7.4% | +4.6% | +2.8% | +7.0% |
| 30D | -19.7% | -7.5% | -12.2% | -19.1% |
| 3M | -29.6% | -0.1% | -29.5% | -29.7% |
| 6M | -33.2% | +54.5% | -87.7% | -36.7% |
| YTD | +5.7% | +3.4% | +2.2% | +4.4% |
| 1Y | +9.3% | +6.4% | +3.0% | +7.5% |
| 3Y | +158.3% | -26.3% | +184.6% | +161.6% |
| 5Y | +211.6% | -66.4% | +278.0% | +219.1% |
| All | +242.6% | -70.7% | +313.4% | +259.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling