+126.9%
CB vs FRSH
-70.7%
+197.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +4.6% | -1.7% | +2.8% |
| 30D | +7.3% | -7.5% | +14.8% | +7.6% |
| 3M | +9.4% | -0.1% | +9.5% | +9.3% |
| 6M | +19.6% | +54.5% | -34.9% | +17.4% |
| YTD | +21.5% | +3.4% | +18.1% | +20.8% |
| 1Y | +28.0% | +6.4% | +21.6% | +27.1% |
| 3Y | +74.9% | -26.3% | +101.1% | +74.4% |
| 5Y | +108.1% | -66.4% | +174.6% | +109.1% |
| All | +126.9% | -70.7% | +197.6% | +130.6% |
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