-84.3%
FRMI vs CNI
+32.4%
-116.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.2% | +5.3% |
| 7D | +2.4% | -2.1% | +4.5% | +2.8% |
| 30D | -17.3% | -3.3% | -14.0% | -16.8% |
| 3M | -17.2% | +3.8% | -21.0% | -19.1% |
| 6M | -43.4% | +12.7% | -56.0% | -46.8% |
| YTD | -36.0% | +26.3% | -62.3% | -42.0% |
| All | -84.3% | +32.4% | -116.7% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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