-46.3%
FRSH vs COO
-27.8%
-18.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.2% | +4.8% | +0.8% |
| 7D | -9.6% | -9.0% | -0.6% | -6.5% |
| 30D | -0.4% | -16.8% | +16.4% | +6.3% |
| 3M | +27.2% | -7.5% | +34.7% | +30.9% |
| 6M | +42.2% | -16.3% | +58.5% | +51.5% |
| YTD | -2.6% | -22.5% | +19.9% | +6.8% |
| 1Y | -10.2% | -7.0% | -3.2% | -8.2% |
| All | -46.3% | -27.8% | -18.6% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling