-73.4%
FRSH vs CAPR
+98.5%
-171.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +0.1% |
| 7D | +4.6% | +5.9% | -1.3% | +4.5% |
| 30D | -7.5% | +44.6% | -52.1% | -8.1% |
| 3M | -0.1% | +126.4% | -126.4% | -1.8% |
| 6M | +54.5% | -68.6% | +123.1% | +55.3% |
| YTD | +3.4% | -67.0% | +70.4% | +3.6% |
| 1Y | +6.4% | +65.2% | -58.8% | -2.1% |
| 3Y | -26.3% | +235.6% | -261.8% | -46.3% |
| 5Y | -66.4% | +175.4% | -241.8% | -79.5% |
| All | -73.4% | +98.5% | -171.9% | -82.5% |
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