-66.9%
FRMI vs CFG
+6.7%
-73.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +0.9% | +16.7% | +17.3% |
| 7D | -0.5% | -0.8% | +0.2% | -0.4% |
| 30D | -44.3% | +3.1% | -47.4% | -44.4% |
| 3M | -74.6% | -9.7% | -64.9% | -74.3% |
| All | -66.9% | +6.7% | -73.6% | -66.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling