+31.1%
CLS vs FRMI
-77.3%
+108.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +11.5% | -5.9% | +3.5% |
| 7D | +12.8% | +23.3% | -10.6% | +8.5% |
| 30D | +3.8% | -7.6% | +11.4% | +4.4% |
| 3M | -14.6% | +0.2% | -14.8% | -18.5% |
| 6M | +32.2% | -28.7% | +61.0% | +33.0% |
| YTD | +11.6% | -28.6% | +40.2% | +8.9% |
| All | +31.1% | -77.3% | +108.4% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling