-10.0%
CRM vs FRMI
-93.1%
+83.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -10.6% | +12.8% | +1.9% |
| 7D | -6.2% | -39.7% | +33.5% | -7.6% |
| 30D | -1.2% | -55.2% | +54.0% | -3.6% |
| 3M | +19.1% | -71.2% | +90.3% | +14.7% |
| 6M | +23.0% | -64.1% | +87.1% | +17.8% |
| YTD | -13.7% | -77.2% | +63.6% | -16.9% |
| 1Y | -10.0% | -93.2% | +83.2% | -11.7% |
| All | -10.0% | -93.1% | +83.1% | -11.7% |
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