-93.2%
FRMI vs CDW
+13.2%
-106.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +12.7% | -23.2% | -9.7% |
| 7D | -39.7% | +3.7% | -43.5% | -39.3% |
| 30D | -55.2% | +26.0% | -81.2% | -54.1% |
| 3M | -71.2% | +10.1% | -81.3% | -71.0% |
| 6M | -64.1% | +26.1% | -90.2% | -63.6% |
| YTD | -77.2% | +25.9% | -103.1% | -76.3% |
| 1Y | -93.2% | +21.5% | -114.7% | -91.7% |
| All | -93.2% | +13.2% | -106.3% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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