+238.8%
CVE vs FRSH
-72.2%
+311.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -10.1% | -15.5% | +5.4% | -8.6% |
| 30D | -12.1% | -13.7% | +1.6% | -10.9% |
| 3M | -1.9% | +1.4% | -3.3% | -2.2% |
| 6M | -1.8% | +36.0% | -37.9% | -5.3% |
| YTD | +65.8% | -2.0% | +67.7% | +64.4% |
| 1Y | +60.8% | +7.3% | +53.5% | +57.7% |
| 3Y | +70.1% | -29.6% | +99.7% | +71.3% |
| 5Y | +134.8% | -69.2% | +204.0% | +136.5% |
| All | +238.8% | -72.2% | +311.0% | +241.4% |
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 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