+38.7%
CTVA vs FRMI
-78.6%
+117.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.3% |
| 7D | -4.7% | +10.9% | -15.6% | -4.8% |
| 30D | +11.1% | -24.3% | +35.4% | +11.5% |
| 3M | +13.7% | -21.8% | +35.5% | +14.0% |
| 6M | +11.2% | -33.0% | +44.3% | +12.0% |
| YTD | +26.9% | -32.6% | +59.5% | +27.7% |
| All | +38.7% | -78.6% | +117.3% | +38.0% |
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