+305.6%
CVE vs FRSH
-72.0%
+377.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.5% | +3.0% |
| 7D | +0.2% | -10.1% | +10.3% | +1.2% |
| 30D | +17.5% | +2.2% | +15.3% | +17.1% |
| 3M | +16.2% | +28.6% | -12.4% | +13.0% |
| 6M | +47.8% | +40.2% | +7.5% | +42.0% |
| YTD | +98.5% | -1.2% | +99.7% | +96.8% |
| 1Y | +109.8% | -7.9% | +117.7% | +109.4% |
| 3Y | +75.5% | -44.7% | +120.2% | +80.4% |
| All | +305.6% | -72.0% | +377.6% | +308.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling