-2.8%
CRM vs FRSH
-72.5%
+69.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -4.4% | -6.6% | +2.2% | -2.0% |
| 30D | +28.1% | +2.1% | +26.0% | +27.6% |
| 3M | +48.8% | +29.0% | +19.9% | +36.5% |
| 6M | +28.3% | +48.6% | -20.4% | +12.6% |
| YTD | -6.0% | -2.9% | -3.1% | -5.7% |
| 1Y | +1.4% | -7.9% | +9.3% | +3.5% |
| 3Y | +11.8% | -46.5% | +58.4% | +29.5% |
| All | -2.8% | -72.5% | +69.7% | +9.9% |
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