+27.9%
CL vs FRMI
-92.8%
+120.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +17.5% | -17.6% | +0.4% |
| 7D | -0.8% | -0.5% | -0.2% | -0.7% |
| 30D | +9.5% | -44.3% | +53.8% | +8.1% |
| 3M | +6.8% | -74.6% | +81.3% | +3.8% |
| 6M | +14.3% | -66.3% | +80.6% | +12.0% |
| YTD | +27.0% | -77.4% | +104.4% | +23.7% |
| 1Y | +26.3% | -91.7% | +118.0% | +19.3% |
| All | +27.9% | -92.8% | +120.7% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling