+8.2%
CME vs FRMI
-77.3%
+85.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.5% | -12.6% | -0.8% |
| 7D | -2.9% | +23.3% | -26.2% | -2.3% |
| 30D | +5.5% | -7.6% | +13.1% | +5.5% |
| 3M | +11.0% | +0.2% | +10.8% | +10.7% |
| 6M | -9.7% | -28.7% | +19.0% | -10.2% |
| YTD | +4.9% | -28.6% | +33.5% | +4.2% |
| All | +8.2% | -77.3% | +85.5% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling