+17.3%
CARR vs FRSH
-72.5%
+89.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -3.8% | -6.6% | +2.8% | -2.8% |
| 30D | -8.9% | +2.1% | -11.0% | -9.3% |
| 3M | -17.3% | +29.0% | -46.3% | -20.9% |
| 6M | -1.4% | +48.6% | -50.0% | -8.6% |
| YTD | +10.0% | -2.9% | +12.9% | +8.9% |
| 1Y | -6.4% | -7.9% | +1.6% | -6.5% |
| 3Y | +1.5% | -46.5% | +48.1% | +8.7% |
| All | +17.3% | -72.5% | +89.8% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling