-2.0%
CMS vs FRSH
-10.8%
+8.8%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.3% | -11.2% | +9.8% | -1.8% |
| 30D | -2.8% | -0.8% | -2.0% | -2.8% |
| 3M | -7.1% | +26.4% | -33.5% | -6.1% |
| 6M | -10.0% | +48.4% | -58.4% | -8.2% |
| YTD | -0.9% | -3.1% | +2.2% | -0.8% |
| 1Y | -2.0% | -8.7% | +6.7% | -2.9% |
| All | -2.0% | -10.8% | +8.8% | -2.9% |
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