-85.1%
FRMI vs CFG
+28.3%
-113.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.6% | +26.1% | +26.4% |
| 7D | +66.2% | +3.2% | +63.0% | +64.4% |
| 30D | -17.4% | +5.1% | -22.5% | -18.6% |
| 3M | -60.5% | -11.2% | -49.2% | -58.8% |
| 6M | -56.5% | +9.6% | -66.1% | -58.9% |
| YTD | -67.4% | +15.0% | -82.3% | -68.8% |
| 1Y | -85.1% | +29.9% | -114.9% | -84.6% |
| All | -85.1% | +28.3% | -113.4% | -84.6% |
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