-84.3%
FRMI vs CNH
+33.8%
-118.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.0% | +1.3% | +4.7% |
| 7D | +2.4% | +23.3% | -20.9% | -0.7% |
| 30D | -17.3% | +33.5% | -50.7% | -21.0% |
| 3M | -17.2% | +32.7% | -49.9% | -20.9% |
| 6M | -43.4% | +22.2% | -65.5% | -47.3% |
| YTD | -36.0% | +57.7% | -93.7% | -36.8% |
| All | -84.3% | +33.8% | -118.0% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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