-17.9%
CLS vs FRMI
-87.9%
+70.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +26.7% | -32.1% | -10.9% |
| 7D | +16.3% | +66.2% | -50.0% | +2.7% |
| 30D | -25.7% | -17.4% | -8.3% | -24.3% |
| 3M | -30.9% | -60.5% | +29.6% | -20.5% |
| 6M | -35.5% | -56.5% | +21.0% | -30.2% |
| YTD | -18.7% | -67.4% | +48.7% | -10.6% |
| 1Y | -17.9% | -85.1% | +67.2% | +17.1% |
| All | -17.9% | -87.9% | +70.0% | +17.1% |
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