-27.3%
COMP vs FRSH
-72.0%
+44.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.6% | +15.4% | +13.3% |
| 7D | +13.4% | -17.7% | +31.2% | +25.5% |
| 30D | +11.1% | -11.0% | +22.1% | +17.4% |
| 3M | -18.8% | +4.5% | -23.3% | -22.5% |
| 6M | +10.5% | +36.2% | -25.7% | -11.3% |
| YTD | -3.4% | -1.1% | -2.3% | -9.0% |
| 1Y | +19.7% | +11.6% | +8.1% | +4.4% |
| 3Y | +381.6% | -33.9% | +415.5% | +435.2% |
| 5Y | -17.6% | -68.4% | +50.8% | +1.9% |
| All | -27.3% | -72.0% | +44.7% | -6.8% |
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