+5.6%
CVS vs FRSH
+21.1%
-15.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.3% | -6.2% | -12.6% |
| 7D | -11.1% | -13.8% | +2.7% | -11.5% |
| 30D | -7.4% | +0.3% | -7.7% | -7.1% |
| 3M | -22.9% | +10.1% | -33.0% | -22.2% |
| 6M | -1.2% | +47.7% | -48.9% | +2.5% |
| YTD | +3.9% | +8.2% | -4.4% | +11.6% |
| 1Y | +5.6% | +21.4% | -15.9% | +13.6% |
| All | +5.6% | +21.1% | -15.5% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling