+38.8%
CFG vs FRSH
-3.3%
+42.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.2% |
| 7D | +1.5% | -8.2% | +9.7% | +2.0% |
| 30D | -3.8% | +10.5% | -14.3% | -4.5% |
| 3M | +11.5% | +32.7% | -21.3% | +9.3% |
| 6M | +19.2% | +50.3% | -31.1% | +15.1% |
| YTD | +23.7% | +3.9% | +19.8% | +25.4% |
| 1Y | +38.8% | -2.2% | +41.0% | +39.6% |
| All | +38.8% | -3.3% | +42.2% | +39.6% |
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