+99.6%
CFG vs FRSH
-72.4%
+172.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -0.6% | -9.6% | +9.0% | +1.0% |
| 30D | -4.5% | -0.4% | -4.1% | -4.7% |
| 3M | +6.3% | +27.2% | -20.9% | +1.6% |
| 6M | +20.6% | +42.2% | -21.6% | +12.3% |
| YTD | +21.2% | -2.6% | +23.9% | +19.7% |
| 1Y | +38.2% | -10.2% | +48.4% | +38.3% |
| 3Y | +185.9% | -45.5% | +231.5% | +202.9% |
| All | +99.6% | -72.4% | +172.0% | +96.5% |
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