-74.6%
FRSH vs CPB
-37.7%
-36.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.7% | -4.9% |
| 7D | -10.1% | -8.2% | -1.9% | -10.2% |
| 30D | +2.2% | -5.6% | +7.8% | +2.1% |
| 3M | +28.6% | +3.0% | +25.6% | +29.0% |
| 6M | +40.2% | -12.7% | +52.9% | +38.3% |
| YTD | -1.2% | -18.0% | +16.8% | -3.2% |
| 1Y | -7.9% | -31.7% | +23.8% | -11.7% |
| 3Y | -44.7% | -41.0% | -3.8% | -48.1% |
| All | -74.6% | -37.7% | -36.8% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling