-4.5%
CRS vs FRSH
+21.1%
-25.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.3% | +4.7% | -2.5% |
| 7D | +4.3% | -13.8% | +18.1% | +2.1% |
| 30D | -25.5% | +0.3% | -25.8% | -25.5% |
| 3M | -48.7% | +10.1% | -58.9% | -48.0% |
| 6M | -31.6% | +47.7% | -79.3% | -27.6% |
| YTD | -7.0% | +8.2% | -15.3% | -3.4% |
| 1Y | -4.5% | +21.4% | -25.9% | -6.4% |
| All | -4.5% | +21.1% | -25.6% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling