-83.4%
FRMI vs CFG
+34.7%
-118.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +10.9% | -1.7% | +12.6% | +11.3% |
| 30D | -24.3% | -4.6% | -19.7% | -23.6% |
| 3M | -21.8% | +7.9% | -29.7% | -23.3% |
| 6M | -33.0% | +19.9% | -52.9% | -36.8% |
| YTD | -32.6% | +21.7% | -54.3% | -34.2% |
| All | -83.4% | +34.7% | -118.1% | -82.5% |
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