-93.2%
FRMI vs CAI
+12.6%
-105.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.1% | -11.7% | -10.8% |
| 7D | -39.7% | -6.3% | -33.4% | -38.8% |
| 30D | -55.2% | +9.3% | -64.5% | -55.7% |
| 3M | -71.2% | +106.3% | -177.5% | -75.2% |
| 6M | -64.1% | +77.7% | -141.8% | -68.9% |
| YTD | -77.2% | +23.1% | -100.4% | -80.7% |
| 1Y | -93.2% | +6.5% | -99.7% | -94.3% |
| All | -93.2% | +12.6% | -105.7% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling