+34.6%
CP vs FRSH
+21.1%
+13.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.3% | +9.8% | +3.2% |
| 7D | +5.6% | -13.8% | +19.4% | +5.1% |
| 30D | +10.0% | +0.3% | +9.7% | +10.0% |
| 3M | +4.4% | +10.1% | -5.7% | +4.7% |
| 6M | +14.1% | +47.7% | -33.6% | +16.5% |
| YTD | +29.1% | +8.2% | +20.8% | +30.0% |
| 1Y | +34.6% | +21.4% | +13.1% | +31.3% |
| All | +34.6% | +21.1% | +13.5% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling