+69.2%
CB vs FRSH
-46.2%
+115.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | -0.5% | -9.6% | +9.0% | -0.4% |
| 30D | -3.1% | -0.4% | -2.6% | -3.1% |
| 3M | +4.2% | +27.2% | -23.0% | +4.0% |
| 6M | +4.7% | +42.2% | -37.5% | +4.5% |
| YTD | +8.8% | -2.6% | +11.4% | +8.7% |
| 1Y | +22.6% | -10.2% | +32.8% | +22.5% |
| All | +69.2% | -46.2% | +115.4% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling