-4.6%
CARR vs FRSH
-3.3%
-1.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.7% | +5.8% | +0.6% |
| 7D | +1.6% | -8.2% | +9.7% | +0.7% |
| 30D | -8.7% | +10.5% | -19.2% | -7.6% |
| 3M | -12.6% | +32.7% | -45.3% | -9.5% |
| 6M | -1.5% | +50.3% | -51.8% | +3.8% |
| YTD | +14.3% | +3.9% | +10.4% | +21.8% |
| 1Y | -4.6% | -2.2% | -2.4% | -0.2% |
| All | -4.6% | -3.3% | -1.2% | -0.2% |
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 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