+29.6%
CL vs FRSH
-48.3%
+77.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | -0.4% |
| 7D | -1.4% | -10.1% | +8.7% | -1.4% |
| 30D | -5.2% | +2.2% | -7.4% | -5.2% |
| 3M | +3.3% | +28.6% | -25.3% | +3.7% |
| 6M | -4.4% | +40.2% | -44.6% | -3.7% |
| YTD | +13.9% | -1.2% | +15.1% | +14.3% |
| 1Y | +7.6% | -7.9% | +15.6% | +7.9% |
| 3Y | +29.6% | -44.7% | +74.3% | +29.5% |
| All | +29.6% | -48.3% | +77.9% | +29.5% |
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