+28.0%
CL vs FRMI
-93.7%
+121.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.2% | +7.4% | 0.0% |
| 7D | +2.6% | -24.3% | +26.9% | +1.9% |
| 30D | +11.8% | -55.1% | +66.9% | +9.7% |
| 3M | +5.9% | -73.8% | +79.7% | +3.1% |
| 6M | +13.3% | -70.6% | +83.9% | +10.5% |
| YTD | +27.1% | -80.8% | +107.9% | +23.2% |
| 1Y | +28.0% | -93.9% | +121.9% | +18.9% |
| All | +28.0% | -93.7% | +121.7% | +18.9% |
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 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