+193.7%
CF vs FRSH
-70.6%
+264.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.7% | +1.5% | -3.0% |
| 7D | +6.0% | -8.2% | +14.2% | +6.4% |
| 30D | +14.8% | +10.5% | +4.3% | +14.2% |
| 3M | +14.1% | +32.7% | -18.7% | +12.2% |
| 6M | +28.5% | +50.3% | -21.8% | +25.4% |
| YTD | +74.9% | +3.9% | +71.0% | +73.6% |
| 1Y | +61.7% | -2.2% | +63.8% | +60.9% |
| 3Y | +80.3% | -42.9% | +123.2% | +82.0% |
| All | +193.7% | -70.6% | +264.3% | +181.7% |
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 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