-20.5%
FRSH vs CAI
-11.0%
-9.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -11.2% | -5.1% | -6.1% | -10.5% |
| 30D | -0.8% | +3.9% | -4.7% | -1.7% |
| 3M | +26.4% | +40.1% | -13.7% | +18.9% |
| 6M | +48.4% | +29.7% | +18.7% | +40.2% |
| YTD | -3.1% | -10.9% | +7.8% | -4.0% |
| 1Y | -8.7% | -28.0% | +19.3% | -7.8% |
| All | -20.5% | -11.0% | -9.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling