-29.2%
CORZ vs FRMI
-93.4%
+64.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +5.7% | +2.4% | +6.4% |
| 7D | +1.7% | -24.7% | +26.4% | +10.5% |
| 30D | -17.5% | -51.6% | +34.1% | +1.7% |
| 3M | -39.5% | -73.1% | +33.7% | -13.0% |
| 6M | -44.5% | -68.3% | +23.8% | -26.2% |
| YTD | -12.6% | -79.3% | +66.6% | +26.4% |
| 1Y | -37.0% | -93.2% | +56.2% | +11.6% |
| All | -29.2% | -93.4% | +64.2% | +28.5% |
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