+30.3%
CB vs FRMI
-93.4%
+123.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.2% | -0.2% |
| 7D | -1.5% | -24.7% | +23.2% | -2.4% |
| 30D | +6.5% | -51.6% | +58.1% | +4.0% |
| 3M | +4.1% | -73.1% | +77.2% | -0.2% |
| 6M | +14.4% | -68.3% | +82.7% | +10.9% |
| YTD | +17.5% | -79.3% | +96.8% | +13.0% |
| 1Y | +27.5% | -93.2% | +120.7% | +17.4% |
| All | +30.3% | -93.4% | +123.7% | +18.6% |
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