+639.5%
CEG vs FRSH
-43.7%
+683.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.7% | +9.6% | +5.4% |
| 7D | +8.0% | -8.2% | +16.2% | +8.9% |
| 30D | +12.9% | +10.5% | +2.4% | +11.5% |
| 3M | +13.2% | +32.7% | -19.6% | +9.1% |
| 6M | -7.0% | +50.3% | -57.3% | -12.1% |
| YTD | -15.0% | +3.9% | -18.9% | -16.2% |
| 1Y | -2.7% | -2.2% | -0.6% | -3.5% |
| 3Y | +184.1% | -42.9% | +227.0% | +195.4% |
| All | +639.5% | -43.7% | +683.1% | +620.0% |
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