-94.4%
FRMI vs CFG
+27.5%
-121.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +0.9% | +16.7% | +17.3% |
| 7D | -0.5% | -0.8% | +0.2% | -0.3% |
| 30D | -44.3% | +3.1% | -47.4% | -44.6% |
| 3M | -74.6% | -9.7% | -64.9% | -74.0% |
| 6M | -66.3% | +6.7% | -73.0% | -67.1% |
| YTD | -77.4% | +15.2% | -92.6% | -77.6% |
| 1Y | -91.7% | +28.8% | -120.5% | -91.2% |
| All | -94.4% | +27.5% | -121.9% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling