+135.5%
CVE vs FRSH
-68.5%
+204.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.1% | -0.1% |
| 7D | -16.1% | -17.7% | +1.6% | -14.5% |
| 30D | -10.4% | -11.0% | +0.6% | -9.3% |
| 3M | -2.4% | +4.5% | -6.9% | -3.0% |
| 6M | -4.4% | +36.2% | -40.6% | -7.9% |
| YTD | +64.9% | -1.1% | +66.1% | +63.4% |
| 1Y | +66.0% | +11.6% | +54.4% | +62.0% |
| 3Y | +57.7% | -33.9% | +91.6% | +59.6% |
| All | +135.5% | -68.5% | +204.0% | +136.3% |
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