-20.8%
COMP vs FRSH
-70.6%
+49.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.3% | +3.2% |
| 7D | +1.4% | -8.2% | +9.5% | +6.2% |
| 30D | -13.3% | +10.5% | -23.8% | -18.7% |
| 3M | +41.1% | +32.7% | +8.4% | +17.8% |
| 6M | +17.2% | +50.3% | -33.1% | -11.2% |
| YTD | +5.2% | +3.9% | +1.3% | -2.2% |
| 1Y | +18.9% | -2.2% | +21.1% | +13.6% |
| 3Y | +215.9% | -42.9% | +258.8% | +292.6% |
| All | -20.8% | -70.6% | +49.8% | +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 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