-83.4%
FRMI vs CAI
-20.2%
-63.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | +10.9% | -5.1% | +16.0% | +11.9% |
| 30D | -24.3% | +3.9% | -28.2% | -24.6% |
| 3M | -21.8% | +40.1% | -61.9% | -26.3% |
| 6M | -33.0% | +29.7% | -62.7% | -38.0% |
| YTD | -32.6% | -10.9% | -21.7% | -39.2% |
| All | -83.4% | -20.2% | -63.2% | -85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling