-92.0%
FRMI vs CG
-35.0%
-57.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +1.0% | +25.7% | +26.2% |
| 7D | +66.2% | +0.2% | +66.1% | +65.4% |
| 30D | -17.4% | +11.2% | -28.6% | -21.8% |
| 3M | -60.5% | -22.1% | -38.4% | -55.6% |
| 6M | -56.5% | -17.9% | -38.6% | -52.6% |
| YTD | -67.4% | -31.3% | -36.1% | -60.4% |
| 1Y | -85.1% | -24.0% | -61.1% | -81.5% |
| All | -92.0% | -35.0% | -57.0% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…
5y analysis · Full analysis span regression · 6 months rolling