-2.8%
CMS vs FRMI
-93.7%
+91.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.6% | +0.3% |
| 7D | +0.5% | -24.3% | +24.8% | +0.5% |
| 30D | +7.4% | -55.1% | +62.5% | +7.5% |
| 3M | +1.9% | -73.8% | +75.7% | +2.3% |
| 6M | -2.3% | -70.6% | +68.2% | -2.1% |
| YTD | +3.0% | -80.8% | +83.7% | +3.7% |
| 1Y | -2.8% | -93.9% | +91.1% | -1.5% |
| All | -2.8% | -93.7% | +91.0% | -1.5% |
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