+44.6%
CP vs FRSH
-72.4%
+117.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | +0.6% | -9.6% | +10.1% | +1.5% |
| 30D | -0.5% | -0.4% | -0.1% | -0.5% |
| 3M | +0.1% | +27.2% | -27.1% | -2.4% |
| 6M | +7.8% | +42.2% | -34.4% | +3.6% |
| YTD | +22.9% | -2.6% | +25.5% | +22.2% |
| 1Y | +21.3% | -10.2% | +31.5% | +21.6% |
| 3Y | +20.4% | -45.5% | +65.9% | +24.7% |
| All | +44.6% | -72.4% | +117.0% | +46.8% |
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