-63.0%
CSGP vs FRMI
-79.6%
+16.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.3% | -7.8% | -2.2% |
| 7D | -4.1% | +2.4% | -6.5% | -3.9% |
| 30D | +2.3% | -17.3% | +19.6% | +1.6% |
| 3M | -8.2% | -17.2% | +9.0% | -8.7% |
| 6M | -35.1% | -43.4% | +8.3% | -35.8% |
| YTD | -54.0% | -36.0% | -18.0% | -54.6% |
| All | -63.0% | -79.6% | +16.7% | -63.8% |
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