+19.6%
CME vs FRMI
-93.1%
+112.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -10.6% | +11.9% | +1.0% |
| 7D | +4.8% | -39.7% | +44.6% | +3.3% |
| 30D | +14.2% | -55.2% | +69.3% | +11.7% |
| 3M | +17.9% | -71.2% | +89.1% | +14.3% |
| 6M | +7.2% | -64.1% | +71.3% | +3.7% |
| YTD | +16.7% | -77.2% | +94.0% | +12.2% |
| 1Y | +19.6% | -93.2% | +112.7% | +14.7% |
| All | +19.6% | -93.1% | +112.7% | +14.7% |
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