-93.2%
FRMI vs CLBK
+65.7%
-158.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.9% | -11.5% | -10.7% |
| 7D | -39.7% | +4.6% | -44.3% | -40.3% |
| 30D | -55.2% | -1.5% | -53.7% | -54.9% |
| 3M | -71.2% | +4.4% | -75.5% | -71.3% |
| 6M | -64.1% | +31.7% | -95.8% | -65.4% |
| YTD | -77.2% | +58.7% | -136.0% | -76.6% |
| 1Y | -93.2% | +64.9% | -158.0% | -93.2% |
| All | -93.2% | +65.7% | -158.9% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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