+51.2%
CI vs FRSH
-66.7%
+117.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.2% | +4.6% | -3.5% | +1.0% |
| 30D | +2.6% | -7.5% | +10.0% | +2.8% |
| 3M | +7.4% | -0.1% | +7.5% | +7.4% |
| 6M | -0.1% | +54.5% | -54.6% | -1.8% |
| YTD | +9.7% | +3.4% | +6.3% | +9.5% |
| 1Y | +12.1% | +6.4% | +5.7% | +11.7% |
| 3Y | +7.0% | -26.3% | +33.3% | +7.2% |
| All | +51.2% | -66.7% | +117.9% | +46.1% |
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