+3.6%
CG vs FRSH
-72.5%
+76.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -9.9% | -6.6% | -3.3% | -8.1% |
| 30D | -11.7% | +2.1% | -13.8% | -12.2% |
| 3M | -4.3% | +29.0% | -33.2% | -11.5% |
| 6M | -8.8% | +48.6% | -57.4% | -19.7% |
| YTD | -26.9% | -2.9% | -23.9% | -27.9% |
| 1Y | -35.4% | -7.9% | -27.5% | -35.5% |
| 3Y | +43.0% | -46.5% | +89.6% | +59.5% |
| All | +3.6% | -72.5% | +76.1% | +6.4% |
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 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