+105.6%
CB vs FRSH
-70.6%
+176.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.7% | +2.8% | -1.7% |
| 7D | +0.5% | -8.2% | +8.6% | +0.8% |
| 30D | -3.1% | +10.5% | -13.6% | -3.5% |
| 3M | +9.0% | +32.7% | -23.8% | +7.7% |
| 6M | +2.9% | +50.3% | -47.4% | +1.1% |
| YTD | +10.1% | +3.9% | +6.2% | +9.6% |
| 1Y | +22.8% | -2.2% | +24.9% | +22.4% |
| 3Y | +73.8% | -42.9% | +116.7% | +75.9% |
| All | +105.6% | -70.6% | +176.2% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling