-46.6%
FRSH vs CAPR
+31.5%
-78.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.5% |
| 7D | -11.2% | -10.6% | -0.6% | -11.1% |
| 30D | -0.8% | +111.2% | -112.0% | -1.5% |
| 3M | +26.4% | -67.2% | +93.6% | +26.7% |
| 6M | +48.4% | -75.1% | +123.5% | +49.1% |
| YTD | -3.1% | -71.2% | +68.1% | -2.8% |
| 1Y | -8.7% | +31.1% | -39.8% | -12.2% |
| All | -46.6% | +31.5% | -78.1% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling