+20.7%
CB vs FRMI
-78.0%
+98.7%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.4% | +0.2% |
| 7D | -0.5% | +15.9% | -16.5% | 0.0% |
| 30D | -3.1% | -6.0% | +2.9% | -3.1% |
| 3M | +4.2% | -1.6% | +5.8% | +4.7% |
| 6M | +4.7% | -30.7% | +35.4% | +4.3% |
| YTD | +8.8% | -30.9% | +39.7% | +9.0% |
| All | +20.7% | -78.0% | +98.7% | +14.3% |
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