+73.9%
CTVA vs FRSH
-46.4%
+120.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -4.5% | -6.6% | +2.1% | -4.1% |
| 30D | +11.3% | +2.1% | +9.2% | +11.1% |
| 3M | +12.3% | +29.0% | -16.6% | +10.2% |
| 6M | +7.2% | +48.6% | -41.4% | +3.7% |
| YTD | +26.0% | -2.9% | +28.9% | +26.3% |
| 1Y | +16.0% | -7.9% | +23.9% | +16.7% |
| 3Y | +73.9% | -46.5% | +120.4% | +76.1% |
| All | +73.9% | -46.4% | +120.3% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling