+89.2%
CFG vs FRSH
-70.7%
+159.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.2% | +4.6% | -1.4% | +2.4% |
| 30D | +5.1% | -7.5% | +12.6% | +6.2% |
| 3M | -11.2% | -0.1% | -11.2% | -11.7% |
| 6M | +9.6% | +54.5% | -45.0% | +0.6% |
| YTD | +15.0% | +3.4% | +11.5% | +12.0% |
| 1Y | +29.9% | +6.4% | +23.5% | +25.8% |
| 3Y | +192.1% | -26.3% | +218.3% | +194.7% |
| 5Y | +62.3% | -66.4% | +128.7% | +59.7% |
| All | +89.2% | -70.7% | +159.9% | +83.9% |
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