-20.4%
FRSH vs CAI
-9.9%
-10.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | 0.0% |
| 7D | -6.6% | -2.9% | -3.7% | -6.2% |
| 30D | +2.1% | +9.3% | -7.2% | +0.4% |
| 3M | +29.0% | +35.2% | -6.3% | +22.1% |
| 6M | +48.6% | +30.7% | +17.9% | +40.3% |
| YTD | -2.9% | -9.8% | +6.8% | -4.0% |
| 1Y | -7.9% | -28.9% | +21.0% | -6.8% |
| All | -20.4% | -9.9% | -10.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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