-93.2%
FRMI vs CP
+35.2%
-128.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.5% | -14.1% | -12.0% |
| 7D | -39.7% | +5.6% | -45.3% | -41.4% |
| 30D | -55.2% | +10.0% | -65.2% | -57.8% |
| 3M | -71.2% | +4.4% | -75.6% | -71.8% |
| 6M | -64.1% | +14.1% | -78.2% | -67.8% |
| YTD | -77.2% | +29.1% | -106.3% | -80.9% |
| 1Y | -93.2% | +34.6% | -127.7% | -94.4% |
| All | -93.2% | +35.2% | -128.4% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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