+124.5%
CB vs FRSH
-70.7%
+195.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | +0.2% |
| 7D | 0.0% | -0.2% | +0.3% | 0.0% |
| 30D | +7.4% | -8.8% | +16.2% | +7.7% |
| 3M | +8.6% | +8.8% | -0.2% | +8.1% |
| 6M | +16.1% | +49.1% | -32.9% | +14.2% |
| YTD | +20.2% | +3.4% | +16.8% | +19.5% |
| 1Y | +27.2% | +8.8% | +18.4% | +26.2% |
| 3Y | +72.7% | -27.4% | +100.1% | +72.4% |
| 5Y | +105.9% | -66.4% | +172.3% | +106.9% |
| All | +124.5% | -70.7% | +195.2% | +128.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling