+33.5%
CMS vs FRSH
-46.2%
+79.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | +0.2% | -9.6% | +9.7% | 0.0% |
| 30D | -1.3% | -0.4% | -0.9% | -1.3% |
| 3M | -5.4% | +27.2% | -32.6% | -5.1% |
| 6M | -10.3% | +42.2% | -52.5% | -9.9% |
| YTD | -0.2% | -2.6% | +2.4% | +0.1% |
| 1Y | -0.9% | -10.2% | +9.3% | -0.5% |
| All | +33.5% | -46.2% | +79.8% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling