+163.4%
COP vs FRSH
-72.5%
+235.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +2.3% | -6.6% | +8.9% | +2.7% |
| 30D | +8.6% | +2.1% | +6.5% | +8.4% |
| 3M | +19.9% | +29.0% | -9.1% | +17.7% |
| 6M | +19.0% | +48.6% | -29.6% | +15.6% |
| YTD | +50.0% | -2.9% | +52.9% | +49.3% |
| 1Y | +50.5% | -7.9% | +58.4% | +50.3% |
| 3Y | +25.2% | -46.5% | +71.7% | +27.4% |
| All | +163.4% | -72.5% | +235.9% | +159.0% |
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 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