-2.9%
CMS vs FRMI
-78.0%
+75.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.9% |
| 7D | +0.2% | +15.9% | -15.8% | +0.1% |
| 30D | -1.3% | -6.0% | +4.7% | -1.3% |
| 3M | -5.4% | -1.6% | -3.8% | -5.5% |
| 6M | -10.3% | -30.7% | +20.4% | -10.3% |
| YTD | -0.2% | -30.9% | +30.6% | 0.0% |
| All | -2.9% | -78.0% | +75.1% | -4.0% |
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