+28.0%
CB vs FRMI
-87.9%
+115.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +26.7% | -25.6% | +1.8% |
| 7D | +2.9% | +66.2% | -63.3% | +4.7% |
| 30D | +7.3% | -17.4% | +24.7% | +6.9% |
| 3M | +9.4% | -60.5% | +69.9% | +6.7% |
| 6M | +19.6% | -56.5% | +76.1% | +17.5% |
| YTD | +21.5% | -67.4% | +88.9% | +18.9% |
| 1Y | +28.0% | -85.1% | +113.1% | +24.1% |
| All | +28.0% | -87.9% | +115.9% | +24.1% |
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