-95.3%
FRMI vs CNH
+13.9%
-109.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.4% | -2.9% | -6.2% |
| 7D | -24.3% | +4.5% | -28.8% | -24.9% |
| 30D | -55.1% | +7.6% | -62.7% | -55.6% |
| 3M | -73.8% | +17.0% | -90.8% | -74.6% |
| 6M | -70.6% | +12.9% | -83.5% | -71.5% |
| YTD | -80.8% | +34.3% | -115.0% | -80.6% |
| 1Y | -93.9% | +28.5% | -122.5% | -93.8% |
| All | -95.3% | +13.9% | -109.1% | -95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling