-7.9%
FRSH vs CPB
-33.6%
+25.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -6.6% | -1.8% | -4.8% | -6.2% |
| 30D | +2.1% | -7.1% | +9.2% | +4.1% |
| 3M | +29.0% | -6.0% | +35.0% | +30.6% |
| 6M | +48.6% | -5.3% | +53.9% | +49.7% |
| YTD | -2.9% | -20.8% | +17.9% | -1.7% |
| 1Y | -7.9% | -33.8% | +25.9% | -6.6% |
| All | -7.9% | -33.6% | +25.7% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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