-83.4%
FRMI vs CNI
+30.7%
-114.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.4% |
| 7D | +10.9% | -1.1% | +12.0% | +11.2% |
| 30D | -24.3% | -3.5% | -20.8% | -23.7% |
| 3M | -21.8% | +2.2% | -24.0% | -23.1% |
| 6M | -33.0% | +15.1% | -48.1% | -37.8% |
| YTD | -32.6% | +24.7% | -57.3% | -38.8% |
| All | -83.4% | +30.7% | -114.2% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling