+32.5%
CLS vs FRMI
-78.0%
+110.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.7% |
| 7D | +20.1% | +15.9% | +4.2% | +16.9% |
| 30D | +6.0% | -6.0% | +12.0% | +6.3% |
| 3M | -10.3% | -1.6% | -8.7% | -14.1% |
| 6M | +24.5% | -30.7% | +55.2% | +25.8% |
| YTD | +12.9% | -30.9% | +43.7% | +10.7% |
| All | +32.5% | -78.0% | +110.5% | +80.8% |
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