-84.3%
FRMI vs CFG
+36.9%
-121.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.4% |
| 7D | +2.4% | +1.5% | +0.9% | +2.0% |
| 30D | -17.3% | -3.8% | -13.5% | -16.6% |
| 3M | -17.2% | +11.5% | -28.6% | -19.6% |
| 6M | -43.4% | +19.2% | -62.6% | -46.6% |
| YTD | -36.0% | +23.7% | -59.7% | -37.6% |
| All | -84.3% | +36.9% | -121.2% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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