-92.0%
FRMI vs CF
+42.4%
-134.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.1% | +26.6% | +26.7% |
| 7D | +66.2% | +4.8% | +61.5% | +68.3% |
| 30D | -17.4% | +4.7% | -22.1% | -15.9% |
| 3M | -60.5% | +7.4% | -67.9% | -59.4% |
| 6M | -56.5% | +0.6% | -57.1% | -55.4% |
| YTD | -67.4% | +64.1% | -131.5% | -68.9% |
| 1Y | -85.1% | +51.4% | -136.5% | -86.4% |
| All | -92.0% | +42.4% | -134.4% | -92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling