+47.0%
CP vs FRSH
-70.6%
+117.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +0.8% |
| 7D | -2.7% | -8.2% | +5.5% | -1.9% |
| 30D | +0.2% | +10.5% | -10.3% | -0.9% |
| 3M | +2.6% | +32.7% | -30.2% | -0.4% |
| 6M | +6.0% | +50.3% | -44.3% | +1.3% |
| YTD | +24.9% | +3.9% | +21.0% | +23.5% |
| 1Y | +20.1% | -2.2% | +22.3% | +19.4% |
| 3Y | +16.4% | -42.9% | +59.3% | +20.0% |
| All | +47.0% | -70.6% | +117.6% | +48.4% |
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