+55.0%
CSX vs FRSH
-10.8%
+65.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +0.1% | -11.2% | +11.3% | -0.3% |
| 30D | -1.5% | -0.8% | -0.7% | -1.4% |
| 3M | +6.0% | +26.4% | -20.5% | +7.1% |
| 6M | +20.6% | +48.4% | -27.8% | +22.3% |
| YTD | +36.5% | -3.1% | +39.6% | +39.7% |
| 1Y | +55.0% | -8.7% | +63.7% | +64.4% |
| All | +55.0% | -10.8% | +65.7% | +64.4% |
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