-75.0%
FRSH vs CRL
-36.8%
-38.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -0.7% |
| 7D | -6.6% | -3.5% | -3.0% | -5.1% |
| 30D | +2.1% | -2.1% | +4.3% | +2.9% |
| 3M | +29.0% | +48.0% | -19.0% | +6.7% |
| 6M | +48.6% | +64.7% | -16.1% | +15.0% |
| YTD | -2.9% | +39.5% | -42.4% | -18.3% |
| 1Y | -7.9% | +74.2% | -82.1% | -30.8% |
| 3Y | -46.5% | +39.4% | -85.9% | -59.2% |
| All | -75.0% | -36.8% | -38.2% | -61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling