+182.3%
COR vs FRSH
-72.6%
+254.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -4.8% | -11.2% | +6.3% | -4.8% |
| 30D | -3.7% | -0.8% | -2.8% | -3.7% |
| 3M | +14.3% | +26.4% | -12.1% | +14.2% |
| 6M | -8.5% | +48.4% | -56.9% | -8.6% |
| YTD | -4.4% | -3.1% | -1.3% | -4.4% |
| 1Y | +9.1% | -8.7% | +17.8% | +9.1% |
| 3Y | +85.2% | -45.8% | +131.0% | +85.9% |
| All | +182.3% | -72.6% | +254.9% | +183.1% |
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