+51.5%
CP vs FRSH
-70.7%
+122.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.1% | +4.6% | -2.5% | +1.7% |
| 30D | +9.3% | -7.5% | +16.8% | +9.9% |
| 3M | +0.5% | -0.1% | +0.5% | +0.2% |
| 6M | +10.4% | +54.5% | -44.1% | +5.3% |
| YTD | +28.7% | +3.4% | +25.3% | +27.0% |
| 1Y | +33.2% | +6.4% | +26.8% | +30.9% |
| 3Y | +38.4% | -26.3% | +64.7% | +38.9% |
| 5Y | +26.2% | -66.4% | +92.6% | +26.0% |
| All | +51.5% | -70.7% | +122.2% | +52.6% |
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