-73.2%
FRSH vs COO
-35.0%
-38.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -3.8% |
| 7D | -8.2% | -2.2% | -5.9% | -6.9% |
| 30D | +10.5% | -7.0% | +17.5% | +15.3% |
| 3M | +32.7% | +12.2% | +20.5% | +23.2% |
| 6M | +50.3% | -15.1% | +65.4% | +64.9% |
| YTD | +3.9% | -15.1% | +19.0% | +14.1% |
| 1Y | -2.2% | +2.3% | -4.5% | -5.6% |
| 3Y | -42.9% | -23.7% | -19.2% | -37.4% |
| All | -73.2% | -35.0% | -38.2% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling