+308.9%
CVE vs FRSH
-72.4%
+381.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | +2.0% | -9.6% | +11.5% | +2.9% |
| 30D | +13.2% | -0.4% | +13.6% | +13.1% |
| 3M | +21.7% | +27.2% | -5.5% | +18.5% |
| 6M | +48.4% | +42.2% | +6.2% | +42.4% |
| YTD | +100.1% | -2.6% | +102.7% | +98.7% |
| 1Y | +107.8% | -10.2% | +118.0% | +108.0% |
| 3Y | +76.9% | -45.5% | +122.4% | +82.1% |
| All | +308.9% | -72.4% | +381.3% | +312.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling