+35.0%
CAH vs FRMI
-93.1%
+128.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -10.6% | +14.1% | +3.4% |
| 7D | +7.0% | -39.7% | +46.8% | +6.5% |
| 30D | +12.4% | -55.2% | +67.5% | +11.5% |
| 3M | +12.2% | -71.2% | +83.3% | +11.1% |
| 6M | +33.2% | -64.1% | +97.3% | +32.2% |
| YTD | +28.4% | -77.2% | +105.6% | +27.0% |
| 1Y | +35.0% | -93.2% | +128.2% | +31.7% |
| All | +35.0% | -93.1% | +128.2% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling