-2.1%
CCL vs FRSH
-72.5%
+70.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -3.2% | -6.6% | +3.4% | -0.8% |
| 30D | -17.8% | +2.1% | -19.9% | -18.9% |
| 3M | -18.7% | +29.0% | -47.6% | -26.8% |
| 6M | -11.4% | +48.6% | -60.0% | -25.8% |
| YTD | -24.3% | -2.9% | -21.4% | -26.5% |
| 1Y | -28.8% | -7.9% | -20.9% | -29.7% |
| 3Y | +49.3% | -46.5% | +95.8% | +75.0% |
| All | -2.1% | -72.5% | +70.4% | -3.1% |
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