+100.3%
CFG vs FRSH
-72.6%
+172.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.7% | -11.2% | +9.5% | +0.2% |
| 30D | -4.6% | -0.8% | -3.8% | -4.7% |
| 3M | +7.9% | +26.4% | -18.5% | +3.2% |
| 6M | +19.9% | +48.4% | -28.5% | +10.8% |
| YTD | +21.7% | -3.1% | +24.8% | +20.3% |
| 1Y | +38.4% | -8.7% | +47.1% | +38.1% |
| 3Y | +187.0% | -45.8% | +232.8% | +204.2% |
| All | +100.3% | -72.6% | +172.9% | +97.4% |
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