-74.6%
FRSH vs CAPR
+88.8%
-163.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.3% | -4.9% |
| 7D | -10.1% | -9.5% | -0.6% | -10.0% |
| 30D | +2.2% | +121.5% | -119.3% | +0.6% |
| 3M | +28.6% | -65.4% | +94.0% | +29.2% |
| 6M | +40.2% | -67.5% | +107.7% | +40.9% |
| YTD | -1.2% | -68.6% | +67.4% | -0.7% |
| 1Y | -7.9% | +42.7% | -50.6% | -14.8% |
| 3Y | -44.7% | +43.4% | -88.1% | -55.8% |
| All | -74.6% | +88.8% | -163.3% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling