-0.1%
CMS vs FRMI
-93.4%
+93.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.5% |
| 7D | -0.9% | -24.7% | +23.8% | -1.0% |
| 30D | +7.1% | -51.6% | +58.7% | +7.0% |
| 3M | -1.3% | -73.1% | +71.9% | -1.2% |
| 6M | -2.7% | -68.3% | +65.6% | -2.6% |
| YTD | +2.6% | -79.3% | +81.9% | +3.0% |
| 1Y | -2.0% | -93.2% | +91.2% | -2.7% |
| All | -0.1% | -93.4% | +93.3% | -1.2% |
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