+34.1%
CVS vs FRSH
-72.6%
+106.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -2.0% | -11.2% | +9.2% | -1.7% |
| 30D | +1.9% | -0.8% | +2.7% | +1.9% |
| 3M | -2.2% | +26.4% | -28.6% | -2.7% |
| 6M | +26.7% | +48.4% | -21.6% | +25.4% |
| YTD | +22.9% | -3.1% | +26.0% | +23.2% |
| 1Y | +32.9% | -8.7% | +41.6% | +33.4% |
| 3Y | +62.3% | -45.8% | +108.1% | +64.9% |
| All | +34.1% | -72.6% | +106.7% | +28.0% |
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