+33.2%
CVS vs FRSH
-72.5%
+105.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -2.2% | -6.6% | +4.4% | -2.0% |
| 30D | -0.1% | +2.1% | -2.2% | -0.1% |
| 3M | -5.2% | +29.0% | -34.2% | -5.7% |
| 6M | +26.9% | +48.6% | -21.7% | +25.6% |
| YTD | +22.1% | -2.9% | +25.0% | +22.3% |
| 1Y | +30.8% | -7.9% | +38.7% | +31.2% |
| 3Y | +54.4% | -46.5% | +100.9% | +57.0% |
| All | +33.2% | -72.5% | +105.8% | +27.2% |
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