-93.7%
FRMI vs CFG
+26.4%
-120.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.8% | +14.6% | +14.0% |
| 7D | +34.6% | +1.6% | +33.0% | +34.1% |
| 30D | -44.6% | +3.3% | -47.9% | -44.9% |
| 3M | -72.9% | -11.5% | -61.3% | -72.2% |
| 6M | -62.3% | +6.2% | -68.6% | -63.2% |
| YTD | -74.3% | +14.3% | -88.5% | -74.5% |
| 1Y | -90.5% | +26.7% | -117.3% | -90.0% |
| All | -93.7% | +26.4% | -120.1% | -93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling