+43.2%
CP vs FRSH
-72.5%
+115.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -2.6% | -6.6% | +4.0% | -2.0% |
| 30D | -3.7% | +2.1% | -5.8% | -4.0% |
| 3M | +0.1% | +29.0% | -28.8% | -2.5% |
| 6M | +7.8% | +48.6% | -40.8% | +3.1% |
| YTD | +21.7% | -2.9% | +24.6% | +21.1% |
| 1Y | +18.6% | -7.9% | +26.5% | +18.5% |
| 3Y | +17.5% | -46.5% | +64.1% | +22.0% |
| All | +43.2% | -72.5% | +115.7% | +45.5% |
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