+12.9%
COR vs FRMI
-91.8%
+104.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.8% | -14.0% | +0.1% |
| 7D | +2.9% | +34.6% | -31.8% | +3.5% |
| 30D | +5.8% | -44.6% | +50.5% | +4.6% |
| 3M | +11.4% | -72.9% | +84.3% | +8.6% |
| 6M | +34.5% | -62.3% | +96.8% | +32.0% |
| YTD | +4.1% | -74.3% | +78.3% | +2.7% |
| 1Y | -3.1% | -90.5% | +87.4% | -4.3% |
| All | +12.9% | -91.8% | +104.7% | +11.8% |
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