-93.7%
FRMI vs CDW
+10.7%
-104.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.2% | +14.0% | +13.8% |
| 7D | +34.6% | +9.1% | +25.5% | +35.3% |
| 30D | -44.6% | +13.7% | -58.3% | -43.7% |
| 3M | -72.9% | +27.0% | -99.9% | -72.0% |
| 6M | -62.3% | +75.9% | -138.2% | -58.7% |
| YTD | -74.3% | +28.9% | -103.1% | -73.6% |
| 1Y | -90.5% | +19.6% | -110.2% | -90.2% |
| All | -93.7% | +10.7% | -104.4% | -94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling