+162.8%
COP vs FRSH
-72.6%
+235.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +1.0% | -11.2% | +12.1% | +1.7% |
| 30D | +9.6% | -0.8% | +10.4% | +9.5% |
| 3M | +15.0% | +26.4% | -11.4% | +13.1% |
| 6M | +21.8% | +48.4% | -26.6% | +18.3% |
| YTD | +49.6% | -3.1% | +52.7% | +49.0% |
| 1Y | +49.9% | -8.7% | +58.6% | +49.8% |
| 3Y | +22.6% | -45.8% | +68.4% | +24.7% |
| All | +162.8% | -72.6% | +235.4% | +158.4% |
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