+4.5%
COR vs FRMI
-78.0%
+82.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.7% | -0.5% |
| 7D | -3.9% | +15.9% | -19.8% | -3.5% |
| 30D | -0.3% | -6.0% | +5.6% | -0.3% |
| 3M | +15.9% | -1.6% | +17.5% | +15.9% |
| 6M | -10.3% | -30.7% | +20.4% | -9.7% |
| YTD | -3.7% | -30.9% | +27.2% | -3.0% |
| All | +4.5% | -78.0% | +82.5% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling