+28.0%
CNH vs FRSH
-3.3%
+31.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.7% | +8.8% | +3.4% |
| 7D | +23.3% | -8.2% | +31.4% | +22.1% |
| 30D | +33.5% | +10.5% | +23.0% | +35.0% |
| 3M | +32.7% | +32.7% | 0.0% | +37.5% |
| 6M | +22.2% | +50.3% | -28.1% | +28.7% |
| YTD | +57.7% | +3.9% | +53.8% | +72.3% |
| 1Y | +28.0% | -2.2% | +30.1% | +45.7% |
| All | +28.0% | -3.3% | +31.3% | +45.7% |
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