+37.4%
CMI vs FRSH
-9.2%
+46.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -0.7% | -6.6% | +5.9% | -1.7% |
| 30D | -12.4% | +2.1% | -14.5% | -12.0% |
| 3M | -14.8% | +29.0% | -43.7% | -11.7% |
| 6M | +0.8% | +48.6% | -47.8% | +4.5% |
| YTD | +10.2% | -2.9% | +13.1% | +17.2% |
| 1Y | +37.4% | -7.9% | +45.3% | +48.6% |
| All | +37.4% | -9.2% | +46.6% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling