+29.5%
CMS vs FRSH
-72.4%
+101.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | +0.2% | -9.6% | +9.7% | +0.2% |
| 30D | -1.3% | -0.4% | -0.9% | -1.3% |
| 3M | -5.4% | +27.2% | -32.6% | -5.5% |
| 6M | -10.3% | +42.2% | -52.5% | -10.5% |
| YTD | -0.2% | -2.6% | +2.4% | -0.1% |
| 1Y | -0.9% | -10.2% | +9.3% | -0.7% |
| 3Y | +34.0% | -45.5% | +79.5% | +35.0% |
| All | +29.5% | -72.4% | +101.9% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling