-93.2%
FRMI vs CFG
+34.2%
-127.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.4% | -12.9% | -11.4% |
| 7D | -39.7% | +1.8% | -41.5% | -40.1% |
| 30D | -55.2% | +3.3% | -58.5% | -55.8% |
| 3M | -71.2% | -9.8% | -61.3% | -70.0% |
| 6M | -64.1% | +5.2% | -69.3% | -65.7% |
| YTD | -77.2% | +16.1% | -93.3% | -79.5% |
| 1Y | -93.2% | +33.7% | -126.8% | -94.1% |
| All | -93.2% | +34.2% | -127.4% | -94.1% |
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