-75.0%
FRSH vs CRL
-38.0%
-37.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | -11.2% | -6.9% | -4.2% | -8.3% |
| 30D | -0.8% | -3.2% | +2.4% | +0.4% |
| 3M | +26.4% | +46.5% | -20.1% | +5.0% |
| 6M | +48.4% | +63.1% | -14.7% | +15.2% |
| YTD | -3.1% | +36.9% | -40.0% | -17.7% |
| 1Y | -8.7% | +78.1% | -86.8% | -32.2% |
| 3Y | -45.8% | +36.7% | -82.5% | -58.3% |
| All | -75.0% | -38.0% | -37.1% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling