-93.7%
FRMI vs CF
+42.2%
-135.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +1.4% | +12.4% | +14.2% |
| 7D | +34.6% | +5.4% | +29.3% | +36.5% |
| 30D | -44.6% | +6.5% | -51.2% | -43.3% |
| 3M | -72.9% | +4.6% | -77.5% | -72.4% |
| 6M | -62.3% | -3.3% | -59.0% | -61.5% |
| YTD | -74.3% | +63.9% | -138.1% | -75.4% |
| 1Y | -90.5% | +50.4% | -141.0% | -91.4% |
| All | -93.7% | +42.2% | -135.9% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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