+204.2%
CF vs FRSH
-72.4%
+276.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +2.9% |
| 7D | -0.8% | -9.6% | +8.7% | -0.4% |
| 30D | +14.3% | -0.4% | +14.7% | +14.2% |
| 3M | +27.9% | +27.2% | +0.7% | +26.0% |
| 6M | +25.5% | +42.2% | -16.7% | +22.7% |
| YTD | +81.2% | -2.6% | +83.8% | +80.4% |
| 1Y | +66.5% | -10.2% | +76.7% | +66.4% |
| 3Y | +76.7% | -45.5% | +122.2% | +78.7% |
| All | +204.2% | -72.4% | +276.6% | +192.7% |
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