-18.4%
CAG vs FRMI
-78.1%
+59.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.6% |
| 7D | -5.7% | +7.4% | -13.1% | -5.5% |
| 30D | -2.4% | -27.6% | +25.2% | -3.0% |
| 3M | +9.8% | -20.9% | +30.7% | +9.5% |
| 6M | -10.8% | -36.6% | +25.8% | -11.5% |
| YTD | -10.8% | -31.3% | +20.4% | -10.8% |
| All | -18.4% | -78.1% | +59.7% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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