+62.3%
CF vs FRSH
-6.3%
+68.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.7% | +0.6% |
| 7D | -0.9% | -10.1% | +9.2% | -1.2% |
| 30D | +18.1% | +2.2% | +15.9% | +18.2% |
| 3M | +23.4% | +28.6% | -5.2% | +23.7% |
| 6M | +17.1% | +40.2% | -23.1% | +17.5% |
| YTD | +76.2% | -1.2% | +77.5% | +71.8% |
| 1Y | +62.3% | -7.9% | +70.2% | +59.2% |
| All | +62.3% | -6.3% | +68.6% | +59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling