+27.8%
CL vs FRMI
-93.4%
+121.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +1.6% |
| 7D | +0.5% | -24.7% | +25.2% | -0.2% |
| 30D | +11.6% | -51.6% | +63.2% | +9.7% |
| 3M | +5.6% | -73.1% | +78.7% | +2.8% |
| 6M | +13.2% | -68.3% | +81.4% | +10.6% |
| YTD | +26.9% | -79.3% | +106.2% | +23.2% |
| 1Y | +27.3% | -93.2% | +120.5% | +19.5% |
| All | +27.8% | -93.4% | +121.2% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling