-82.4%
FRMI vs CAI
-17.7%
-64.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.0% | +12.5% | +11.7% |
| 7D | +23.3% | +0.2% | +23.2% | +23.2% |
| 30D | -7.6% | +9.1% | -16.8% | -8.8% |
| 3M | +0.2% | +53.8% | -53.6% | -7.0% |
| 6M | -28.7% | +33.5% | -62.2% | -34.4% |
| YTD | -28.6% | -8.0% | -20.6% | -36.0% |
| All | -82.4% | -17.7% | -64.8% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling