-2.2%
FRSH vs CRL
+78.8%
-81.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.1% | -4.3% |
| 7D | -8.2% | -1.0% | -7.1% | -7.9% |
| 30D | +10.5% | +10.7% | -0.2% | +7.2% |
| 3M | +32.7% | +55.3% | -22.5% | +13.9% |
| 6M | +50.3% | +60.7% | -10.4% | +27.5% |
| YTD | +3.9% | +44.6% | -40.7% | -7.4% |
| 1Y | -2.2% | +77.7% | -79.9% | -13.6% |
| All | -2.2% | +78.8% | -81.0% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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