+85.3%
CNP vs FRSH
-72.0%
+157.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.1% | +1.3% |
| 7D | +1.6% | -10.1% | +11.8% | +1.9% |
| 30D | -0.8% | +2.2% | -3.0% | -0.9% |
| 3M | -3.6% | +28.6% | -32.1% | -4.3% |
| 6M | -6.9% | +40.2% | -47.2% | -8.0% |
| YTD | +6.4% | -1.2% | +7.7% | +6.3% |
| 1Y | +9.9% | -7.9% | +17.9% | +10.0% |
| 3Y | +53.1% | -44.7% | +97.8% | +54.9% |
| All | +85.3% | -72.0% | +157.4% | +78.0% |
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