+68.9%
CAT vs FRMI
-78.6%
+147.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.1% |
| 7D | +0.6% | +10.9% | -10.3% | -0.4% |
| 30D | -4.5% | -24.3% | +19.7% | -2.5% |
| 3M | -5.8% | -21.8% | +16.0% | -4.8% |
| 6M | +12.7% | -33.0% | +45.8% | +14.3% |
| YTD | +41.4% | -32.6% | +74.0% | +42.7% |
| All | +68.9% | -78.6% | +147.5% | +76.3% |
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