+52.6%
CI vs FRSH
-72.6%
+125.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | -1.3% | -11.2% | +9.8% | -0.9% |
| 30D | +3.1% | -0.8% | +4.0% | +3.1% |
| 3M | -4.5% | +26.4% | -30.9% | -5.4% |
| 6M | +8.3% | +48.4% | -40.1% | +6.5% |
| YTD | +3.8% | -3.1% | +6.9% | +3.8% |
| 1Y | -5.0% | -8.7% | +3.7% | -4.8% |
| 3Y | +5.8% | -45.8% | +51.6% | +7.4% |
| All | +52.6% | -72.6% | +125.2% | +52.4% |
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