+52.5%
CI vs FRSH
-72.5%
+125.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -0.1% | -6.6% | +6.5% | +0.2% |
| 30D | +1.8% | +2.1% | -0.3% | +1.7% |
| 3M | -4.2% | +29.0% | -33.2% | -5.2% |
| 6M | +8.8% | +48.6% | -39.8% | +7.1% |
| YTD | +3.7% | -2.9% | +6.7% | +3.7% |
| 1Y | -6.1% | -7.9% | +1.8% | -6.0% |
| 3Y | +4.5% | -46.5% | +51.0% | +6.1% |
| All | +52.5% | -72.5% | +125.0% | +52.3% |
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