-36.9%
CBRS vs FRMI
-13.4%
-23.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -0.7% |
| 7D | +6.3% | +15.9% | -9.6% | +0.3% |
| 30D | -14.7% | -6.0% | -8.7% | -12.9% |
| 3M | -13.5% | -1.6% | -11.9% | -13.6% |
| All | -36.9% | -13.4% | -23.5% | -32.3% |
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 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 · Available span rolling