-6.6%
CMG vs FRSH
-72.6%
+65.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -3.8% | -11.2% | +7.3% | -1.6% |
| 30D | +12.9% | -0.8% | +13.7% | +12.8% |
| 3M | +18.8% | +26.4% | -7.6% | +12.6% |
| 6M | +4.1% | +48.4% | -44.3% | -5.2% |
| YTD | -2.4% | -3.1% | +0.8% | -3.7% |
| 1Y | -6.7% | -8.7% | +2.0% | -7.0% |
| 3Y | -7.1% | -45.8% | +38.7% | -0.6% |
| All | -6.6% | -72.6% | +65.9% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling