+3.5%
CI vs FRSH
-46.2%
+49.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +0.9% |
| 7D | -1.1% | -9.6% | +8.4% | -0.9% |
| 30D | +0.5% | -0.4% | +0.9% | +0.5% |
| 3M | -5.2% | +27.2% | -32.4% | -5.5% |
| 6M | +4.3% | +42.2% | -37.9% | +3.7% |
| YTD | +2.8% | -2.6% | +5.4% | +3.4% |
| 1Y | -5.8% | -10.2% | +4.4% | -5.0% |
| All | +3.5% | -46.2% | +49.7% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling