-63.7%
CSGP vs FRMI
-92.8%
+29.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +17.5% | -17.7% | +0.9% |
| 7D | -7.1% | -0.5% | -6.5% | -7.0% |
| 30D | +3.6% | -44.3% | +47.9% | +0.9% |
| 3M | -2.7% | -74.6% | +71.8% | -8.2% |
| 6M | -8.0% | -66.3% | +58.2% | -12.4% |
| YTD | -55.0% | -77.4% | +22.4% | -57.6% |
| 1Y | -55.8% | -91.7% | +36.0% | -58.7% |
| All | -63.7% | -92.8% | +29.1% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling