-83.1%
FRMI vs CNI
+31.9%
-115.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | +7.4% | -0.4% | +7.8% | +7.5% |
| 30D | -27.6% | -2.7% | -24.9% | -27.2% |
| 3M | -20.9% | +3.9% | -24.8% | -22.6% |
| 6M | -36.6% | +16.4% | -53.0% | -41.2% |
| YTD | -31.3% | +25.8% | -57.1% | -37.7% |
| All | -83.1% | +31.9% | -115.0% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling