+593.1%
CEG vs FRSH
-43.9%
+637.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +12.1% | +4.6% | +7.5% | +11.6% |
| 30D | +0.2% | -7.5% | +7.7% | +0.9% |
| 3M | +0.7% | -0.1% | +0.8% | +0.5% |
| 6M | +2.2% | +54.5% | -52.3% | -3.7% |
| YTD | -20.3% | +3.4% | -23.8% | -21.5% |
| 1Y | -16.1% | +6.4% | -22.5% | -17.7% |
| 3Y | +134.7% | -26.3% | +160.9% | +137.6% |
| All | +593.1% | -43.9% | +637.0% | +574.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling