-83.4%
FRMI vs CNH
+25.4%
-108.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.3% | -2.2% |
| 7D | +10.9% | -2.5% | +13.4% | +10.9% |
| 30D | -24.3% | +27.0% | -51.3% | -27.4% |
| 3M | -21.8% | +32.6% | -54.4% | -24.6% |
| 6M | -33.0% | +23.6% | -56.6% | -37.1% |
| YTD | -32.6% | +47.8% | -80.5% | -33.0% |
| All | -83.4% | +25.4% | -108.8% | -84.9% |
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