-29.5%
CDW vs FRSH
-46.2%
+16.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -4.2% | -9.6% | +5.3% | -1.5% |
| 30D | +4.9% | -0.4% | +5.3% | +4.9% |
| 3M | +7.3% | +27.2% | -19.9% | +0.4% |
| 6M | +19.2% | +42.2% | -23.0% | +8.9% |
| YTD | +6.2% | -2.6% | +8.8% | +4.4% |
| 1Y | -14.0% | -10.2% | -3.9% | -14.2% |
| All | -29.5% | -46.2% | +16.7% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling