-83.4%
FRMI vs CP
+19.6%
-103.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -1.8% |
| 7D | +10.9% | -2.7% | +13.6% | +12.5% |
| 30D | -24.3% | -3.4% | -20.9% | -22.9% |
| 3M | -21.8% | -0.6% | -21.1% | -22.3% |
| 6M | -33.0% | +6.3% | -39.3% | -36.3% |
| YTD | -32.6% | +21.2% | -53.8% | -37.8% |
| All | -83.4% | +19.6% | -103.0% | -85.1% |
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