+6.4%
FRSH vs COO
-12.3%
+18.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +4.6% | +0.5% | +4.2% | +4.5% |
| 30D | -7.5% | +14.2% | -21.6% | -10.7% |
| 3M | -0.1% | -18.2% | +18.1% | +6.2% |
| 6M | +54.5% | +5.3% | +49.2% | +54.1% |
| YTD | +3.4% | -23.6% | +27.0% | +17.0% |
| 1Y | +6.4% | -12.7% | +19.1% | +15.6% |
| All | +6.4% | -12.3% | +18.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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