+34.8%
CMS vs FRSH
-70.7%
+105.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | +4.6% | -2.9% | +1.7% |
| 30D | +6.2% | -7.5% | +13.6% | +6.2% |
| 3M | +0.6% | -0.1% | +0.7% | +0.6% |
| 6M | -1.8% | +54.5% | -56.3% | -2.0% |
| YTD | +3.8% | +3.4% | +0.4% | +3.9% |
| 1Y | -1.8% | +6.4% | -8.2% | -1.8% |
| 3Y | +39.8% | -26.3% | +66.1% | +40.3% |
| 5Y | +37.1% | -66.4% | +103.5% | +31.9% |
| All | +34.8% | -70.7% | +105.5% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling