-61.6%
CSGP vs FRMI
-93.9%
+32.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -15.9% | +14.3% | -2.7% |
| 7D | +13.9% | -46.5% | +60.4% | +9.7% |
| 30D | +16.0% | -63.8% | +79.8% | +10.3% |
| 3M | +6.1% | -75.3% | +81.4% | -0.5% |
| 6M | -8.2% | -69.0% | +60.9% | -13.5% |
| YTD | -52.3% | -80.9% | +28.5% | -55.6% |
| 1Y | -54.5% | -94.2% | +39.7% | -58.0% |
| All | -61.6% | -93.9% | +32.3% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling