-83.4%
FRMI vs CDW
-8.6%
-74.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +10.9% | -7.4% | +18.3% | +9.5% |
| 30D | -24.3% | +5.8% | -30.1% | -23.6% |
| 3M | -21.8% | +10.8% | -32.6% | -20.2% |
| 6M | -33.0% | +21.5% | -54.5% | -33.8% |
| YTD | -32.6% | +6.4% | -39.0% | -32.7% |
| All | -83.4% | -8.6% | -74.8% | -84.6% |
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