-8.1%
FRSH vs COO
-19.9%
+11.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.7% | +14.2% | +3.6% |
| 7D | -11.2% | -23.3% | +12.2% | -4.1% |
| 30D | -0.8% | -29.5% | +28.6% | +10.0% |
| 3M | +26.4% | -20.0% | +46.4% | +35.1% |
| 6M | +48.4% | -27.2% | +75.6% | +65.7% |
| YTD | -3.1% | -33.9% | +30.8% | +12.9% |
| All | -8.1% | -19.9% | +11.9% | +0.1% |
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