-6.5%
CMG vs FRSH
-72.5%
+66.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.1% | -6.6% | +4.5% | -0.8% |
| 30D | +10.9% | +2.1% | +8.8% | +10.2% |
| 3M | +15.8% | +29.0% | -13.1% | +9.4% |
| 6M | +6.9% | +48.6% | -41.7% | -2.6% |
| YTD | -2.2% | -2.9% | +0.8% | -3.5% |
| 1Y | -7.1% | -7.9% | +0.8% | -7.6% |
| 3Y | -7.1% | -46.5% | +39.4% | -0.3% |
| All | -6.5% | -72.5% | +66.0% | -6.2% |
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