-17.8%
CAG vs FRMI
-78.6%
+60.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.8% |
| 7D | -5.9% | +10.9% | -16.8% | -5.6% |
| 30D | -1.5% | -24.3% | +22.8% | -2.0% |
| 3M | +11.5% | -21.8% | +33.2% | +11.1% |
| 6M | -15.7% | -33.0% | +17.4% | -16.0% |
| YTD | -10.2% | -32.6% | +22.4% | -10.3% |
| All | -17.8% | -78.6% | +60.7% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling