+159.0%
COP vs FRSH
-72.0%
+231.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.9% |
| 7D | -0.8% | -10.1% | +9.3% | -0.2% |
| 30D | +15.6% | +2.2% | +13.4% | +15.3% |
| 3M | +14.3% | +28.6% | -14.2% | +12.3% |
| 6M | +17.0% | +40.2% | -23.2% | +14.1% |
| YTD | +47.4% | -1.2% | +48.7% | +46.7% |
| 1Y | +52.4% | -7.9% | +60.3% | +52.3% |
| 3Y | +20.8% | -44.7% | +65.6% | +22.8% |
| All | +159.0% | -72.0% | +231.0% | +154.3% |
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