-94.9%
FRMI vs CP
+26.9%
-121.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +5.1% |
| 7D | -24.7% | +2.8% | -27.5% | -25.4% |
| 30D | -51.6% | +11.3% | -62.9% | -54.1% |
| 3M | -73.1% | +2.9% | -76.0% | -73.4% |
| 6M | -68.3% | +9.8% | -78.0% | -70.2% |
| YTD | -79.3% | +28.5% | -107.8% | -81.3% |
| 1Y | -93.2% | +33.5% | -126.7% | -93.6% |
| All | -94.9% | +26.9% | -121.8% | -95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling