-74.6%
FRSH vs CRL
-36.2%
-38.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.3% | -3.8% |
| 7D | -10.1% | -0.6% | -9.5% | -9.9% |
| 30D | +2.2% | +5.0% | -2.8% | -0.1% |
| 3M | +28.6% | +50.6% | -22.0% | +5.5% |
| 6M | +40.2% | +60.9% | -20.7% | +9.7% |
| YTD | -1.2% | +40.7% | -42.0% | -17.1% |
| 1Y | -7.9% | +73.3% | -81.2% | -30.7% |
| 3Y | -44.7% | +40.6% | -85.3% | -58.0% |
| All | -74.6% | -36.2% | -38.4% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling