+295.6%
CVE vs FRSH
-70.6%
+366.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -0.9% |
| 7D | +2.5% | -8.2% | +10.7% | +3.3% |
| 30D | +16.7% | +10.5% | +6.2% | +15.5% |
| 3M | +9.3% | +32.7% | -23.5% | +6.0% |
| 6M | +43.6% | +50.3% | -6.7% | +37.1% |
| YTD | +93.6% | +3.9% | +89.7% | +91.1% |
| 1Y | +98.8% | -2.2% | +100.9% | +97.3% |
| 3Y | +73.6% | -42.9% | +116.5% | +77.9% |
| All | +295.6% | -70.6% | +366.1% | +296.7% |
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