+113.1%
CTVA vs FRSH
-72.4%
+185.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.3% |
| 7D | -5.8% | -9.6% | +3.8% | -5.2% |
| 30D | +11.1% | -0.4% | +11.5% | +11.0% |
| 3M | +13.2% | +27.2% | -14.0% | +11.3% |
| 6M | +8.7% | +42.2% | -33.5% | +5.8% |
| YTD | +27.3% | -2.6% | +29.9% | +26.8% |
| 1Y | +18.0% | -10.2% | +28.2% | +18.2% |
| 3Y | +76.5% | -45.5% | +122.0% | +80.6% |
| All | +113.1% | -72.4% | +185.5% | +96.6% |
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