-41.3%
CORZ vs FRMI
-93.1%
+51.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -10.6% | +0.2% | -7.0% |
| 7D | -14.9% | -39.7% | +24.8% | -0.5% |
| 30D | -23.1% | -55.2% | +32.0% | -1.9% |
| 3M | -44.1% | -71.2% | +27.1% | -19.3% |
| 6M | -39.5% | -64.1% | +24.6% | -21.3% |
| YTD | -12.4% | -77.2% | +64.9% | +25.9% |
| 1Y | -41.3% | -93.2% | +51.9% | +19.0% |
| All | -41.3% | -93.1% | +51.8% | +19.0% |
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