+61.5%
CF vs FRSH
-36.3%
+97.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.0% |
| 7D | -3.2% | -17.7% | +14.6% | -2.0% |
| 30D | +4.3% | -11.0% | +15.3% | +5.0% |
| 3M | +2.8% | +4.5% | -1.7% | +2.3% |
| 6M | +0.6% | +36.2% | -35.6% | -2.3% |
| YTD | +56.6% | -1.1% | +57.8% | +55.8% |
| 1Y | +49.6% | +11.6% | +38.0% | +46.5% |
| 3Y | +61.5% | -33.9% | +95.4% | +66.7% |
| All | +61.5% | -36.3% | +97.8% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling