+364.5%
CAT vs FRSH
-72.4%
+436.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +2.9% | -9.6% | +12.5% | +3.8% |
| 30D | -2.6% | -0.4% | -2.2% | -2.8% |
| 3M | -10.7% | +27.2% | -37.9% | -13.3% |
| 6M | +16.1% | +42.2% | -26.0% | +10.7% |
| YTD | +43.2% | -2.6% | +45.8% | +42.4% |
| 1Y | +96.8% | -10.2% | +107.0% | +97.6% |
| 3Y | +201.4% | -45.5% | +246.9% | +215.0% |
| All | +364.5% | -72.4% | +436.9% | +390.3% |
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