+110.5%
CNC vs FRMI
-93.1%
+203.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -10.6% | +23.2% | +12.3% |
| 7D | +13.4% | -39.7% | +53.1% | +12.1% |
| 30D | +18.2% | -55.2% | +73.4% | +16.3% |
| 3M | +18.6% | -71.2% | +89.8% | +15.9% |
| 6M | +41.9% | -64.1% | +106.0% | +39.6% |
| YTD | +84.7% | -77.2% | +162.0% | +81.0% |
| 1Y | +110.5% | -93.2% | +203.7% | +94.2% |
| All | +110.5% | -93.1% | +203.6% | +94.2% |
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 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