+18.0%
CI vs FRMI
-93.1%
+111.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -10.6% | +13.9% | +3.1% |
| 7D | +3.5% | -39.7% | +43.3% | +2.4% |
| 30D | +12.6% | -55.2% | +67.7% | +10.9% |
| 3M | +12.1% | -71.2% | +83.2% | +9.7% |
| 6M | +10.6% | -64.1% | +74.7% | +8.4% |
| YTD | +12.8% | -77.2% | +90.1% | +10.5% |
| 1Y | +18.0% | -93.2% | +111.2% | +7.3% |
| All | +18.0% | -93.1% | +111.1% | +7.3% |
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