-2.2%
FRSH vs CAPR
+48.7%
-50.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -4.7% |
| 7D | -8.2% | -2.0% | -6.2% | -8.2% |
| 30D | +10.5% | +139.2% | -128.7% | +10.5% |
| 3M | +32.7% | -66.4% | +99.1% | +32.8% |
| 6M | +50.3% | -63.1% | +113.4% | +50.2% |
| YTD | +3.9% | -67.4% | +71.3% | +3.9% |
| 1Y | -2.2% | +58.2% | -60.4% | -0.8% |
| All | -2.2% | +48.7% | -50.9% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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