-63.7%
CSGP vs FRMI
-93.9%
+30.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.2% | +4.3% | -3.4% |
| 7D | -3.2% | -24.3% | +21.2% | -4.8% |
| 30D | +2.2% | -55.1% | +57.3% | -1.8% |
| 3M | -3.7% | -73.8% | +70.2% | -9.4% |
| 6M | -7.4% | -70.6% | +63.1% | -12.8% |
| YTD | -54.9% | -80.8% | +25.9% | -57.9% |
| 1Y | -54.9% | -93.9% | +39.0% | -58.3% |
| All | -63.7% | -93.9% | +30.2% | -66.4% |
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